We have Wusthof Classics also. Haven't had this happen to any of them. They have been making some of their knives in different countries for a few years now(China being one of those countries). Not sure they have the same quality as before. Contact their customer service department. They have always had good service and they will let you know what to do. Depending on where you purchased the knives, you may get replacements from the warranty. NancyLouise

Are you on well water?
My parents have a similar problem due to a high mineral content in their well water.

Bought them at BB&B. We're not on well but the film was present out of the box and no amount of washing will remove it. I did email their customer service but haven't heard back.

Try using plain white vinegar to clean them.

If they were that way right out of the box, they should have been returned to the store. Is it too late for that?

Three words from OP pop into my mind... recently, new & expensive!?! The ONLY thing I would do would be take them BACK for a replacement!?! If replacement has same problem... contact maker.

I had the same problem with mine. If you keep them, try soaking the handles in a CLR solution. It's the only remedy that worked on mine.

Have you put these knives in the dishwasher by chance?