The term "stainless steel" is a very broad term. There are many types of stainless steel, and on top of that there are more than 150 grades of steel (i.e. each "type" of stainless steel can fall within 150+ "grades" of steel). If you want the gory details check out the wikipedia page on stainless steel.
Personally, when a manufacturer claims they are selling "stainless steel" widgets I view that claim as somewhat deceptive. Sure, the metal really is stainless steel, but when people think of stainless they have something very specific in mind (i.e. it won't rust...but in reality stainless steel rusts all the time).
You can test whether the metal is stainless steel or not by putting it in phosphoric acid or nitric acid. Stainless should not react with either at room temperature. On the other hand, stainless will react with hydrochloric acid...so don't use that.
Here's my recommendation. Do not test with acid. You probably have stainless steel, but it's probably just not a high quality stainless. You already verified that they are not magnetic, which supports the claim that they are made of stainless. The smelly film that is on them is probably an oil/grease of some sort that was added to prevent them from rusting (hence, this is not a high-quality steel).
I have never seen any version of stainless steel rust as fast, or faster, than pure iron or various other iron-based steels. Here is my prediction: if you keeps these things outside you will probably notice some rust within a month or two depending on how wet they get. Within a couple years they may get rusty enough that you will want to replace them...but they will never be as bad as regular old iron. If you want stainless steel that does not rust (it does exist) then you will pay significantly more for it.
If you want to prevent rust just add a thin layer of oil to keep them dry...which is what the manufacturer did already.