Did you say it was too late to return the gloves? I think it might be important to contact the retailer and, in turn, contact the buyer for that store, to let them know they are importing a 'less than perfect' product. How is the store going to know there is a problem with the merchandise if you don't speak up?
If the leather was improperly tanned you could be at risk...and so could others. Please consider at least contacting the headquarters of the store and file a complaint.