Probably treated with wood sealer or protector. If you can't return it, try leaving it outdoor for few days under the sun and observe how the smell vanish.
Hi - if I was you I would take it back to where you got it from because it shouldn't smell !! Tell them you want either a refund or an exchange :)
I got a new pine bed and The sme is suffocating! Like really It makes me tingle, it's so strong. It's been a month already and it hasn't gone much, what can I do?