I have never had that reaction on a coat myself, but a couple of years ago, one of my friends who has a GS had something similar, and she too had started with the omega 3 just a month or so before. It didnt feel greasy, she said and the coat didnt look greasy, but it was like as she put it "a protective layer" coming off the coat when she rubbed it. She even took the dog to the vet. but all they could find out was that nothing was at all abnormal with the dog, so draw the conclusion that it was the omega doing its thing.
Marit