Very weird. My uv duffle (from Outlet) does not smell weird. But I was stalking some bags on Macys' site the other day and a couple people mentioned that their bags (not duffles) smelled strongly of magic marker.
I've never had any weird smell issues before, but if I did, I would try hanging it in a room with the windows open, door to the room closed, and a box of baking soda set very close to the bag. I would imagine after a few days/week that would take care of anything but the most offensive odors.