Ahh. I've noticed it with all three books now, starting with the DMG about three weeks ago. Seems to be less of a problem if my hands are freshly washed. I suspect the ink may be soluble in oil even after printing. That's sort of a problem.
Mine are fine, no smudges whatsoever. And yesterday was the hottest day in my city for the date in the past 86 years (it reached 32 Celcius), and was very very humid to boot. And still no smudging.