It depends... traditionally such things have been treated with size to make them look good in the shops. Not so much starch as water-based glue -- not good if you sweated on the pillow and woke up stuck to it. Size can also pong a bit. These days, they seem to just wrap the product round a bit of cardboard and put it in cellophane instead. So I would smell the pillowcases, and possibly see if they stick to a licked finger. I totally agree that ironing seems an unnecessary exercise.