All tyre manufacturer recommends that you drive gently the first 100 miles to properly break-in the tyres.

The coating is applied to the tread of the tyre, and the dealer cannot remove it unless they shave the tread.

I'm not talking about the plastic wrap they put over the wheel. It's a protectant coating sealed into the tread of the tyre. The only way to get it off is to take a nice 100 mile gentle breakin driving.

 

It is not a protective coating on the tire, it is mold release. (basically, a lubricant)

 

It's parting agents and antioxidants to protect the tyre during production and shipping. You need to scrub the tread a little bit to break in the tyre.

Also, the lubricant used to seat the bead on the rim may cause the tyre to actually slip on the wheel if you subject the tyre to too much force loading too early.