Id imagine you are getting recycled grounds. In other words, possibly used previously to make coffee somewhere. Because of that, NO they are NOT going to have that wonderful coffee smell, because that all got sucked out and put into the cup of coffee they were previously used to make. If they were still capable of making a nice cup of coffee, trust me, they'd be doing just that, because it generates a LOT more money than selling you perfectly good beans for compost.
Compost, ... YES, that is what they essentially are. They are going to smell, dirt-y, compost-y. As long as they are not moist and moldy now, Id not worry too much, but what you got is pretty much what they are selling as.
Go ahead and open the bag, and if it's disgusting return it to your local TSC store. They should take it back with a receipt, after all it IS a big box chain. Not to mention, you can't inspect something if you don't open it, so doing so should not be a problem if you unfortunately run into 'having to return it' issues.
Another thing you can do if you are worried, put your oven at a low temp, and throw them in a pot or something and throw it in the oven for a few hours to dry them out, kill off any bugaboo's that might be growing.
Aaron
Edit: Allow me to also add, you also don't want them smelling too yummy either because then the girls might be more inclined to eat them,...not a good thing.