I did notice a rough type feeling when spinning both hubs in my hand like things were not exactly smooth.
If these are brandnew wheels it would not surprise me at all if they'd be be packed to the nook with grease.
This is just one of those "better safe than sorry" precautions from the factory. Most of the grease will be pumped out of the way just by riding the wheels and that will be the only kind of break in these bearings will ever need.
If the bearings really feel notchy then it's most likely the bearings are just too tight. Follow DaveS' instructions keeping in mind that whenever the locking device is being tightened you also add a small degree of extra tightening to the bearings themselves. So back off a bit (a mm is ample) before fully locking it.
In any case you'll do much less harm running the bearings with some play present than by overtightening them.
One other scenario is that when the cone(s) that fit over the bearing' axle isn't fully seated. This would then make you think the bearings are set up correctly but in reality they're not. The cones will end up finding their position on the axle's stops after a ride or two. So you'll then notice some play on the bearings which will need a bit of tightening. This more often occurs on a rear wheel.
Either way this seems to be typical of new Campa/Fulcrum wheels since a couple of years. There's just so much grease in the hubs that there's no way of telling whether they're set up correctly or not.
Just turning the axle by hand alone makes you wonder how many Watts you'll be wasting spinning them like that....
The difference between that and a judiciously set up set is simply staggering.
BTW, should you be servicing them yourself I'd advise to replace the Campa grease (good as it is) by Dupont's Krytox grease.
Just put a little bit on the ceramic balls after you've fully cleaned the bearings and you'll be surprised how smoothly they'll run.
Campa's USB bearings running in a ton of grease is just absurd IMO.
Keep in mind as well that no matter what you do you'll inevitably end up with (I exaggerate) ten times as much drag on the rear wheel than on the front wheel due to the two bearings present in the freewheel. (And yes, that too is filled with grease)