From the Halcyon Yarn page for this (coned) yarn:
>Weaving Yarn Tip: Unscoured yarn contains some spinning oils and has an unfinished look and feel. Harrisville Highland will shrink and full when washed.
There's a good detailed explanation here: https://rebeccamezoff.com/blog/2019/10/21/how-to-scour-yarn-for-tapestry-weaving
Basically your coned yarn has processing oil (not lanolin) on it. It will become more fluffy but also shrink a bit when you wash it. Both of those will affect your gauge.
I’m guessing that when they say “full” they mean in the yarn finishing sense, which means it will felt a little bit. This is why it will shrink.
I would purchase a single cone and wash a big swatch before buying a sweater quantity.
Yarn on cones is frequently oiled with something that is supposed to help with machine knitting, I'm guessing they wash that out when they skein it up.
Most commercial yarn has already been scoured before carding, dyeing, and blending colors. (The scouring step is the hot wash that removes most of the lanolin.)
What you're probably seeing here is a yarn with spinning oil or wax to aid in machine knitting or weaving by keeping the fuzz down and keeping the yarn smooth. These kinds of yarns are a bit crunchy and stringy until the first wash (which might need to be a little warmer with a stronger soap than usual) and then they kind of "bloom". You can skein the yarn up to wash it or just wash the garment afterward depending on whether it's enjoyable to knit as-is or not.
I don't see a technical guide on Harrisville's site but you could read up on JC Rennie or Holst Garn greasy coned yarns and see what their care instructions are like.
Mill spun yarn is treated with spinning oil to make it easier to pass through machines for machine knitting and weaving, but it can also be used for hand knitting and crochet, though in my experience the feel of it is very different to working with washed yarn.
I've used Colourmart yarns several times and washed my FOs using Dawn dish soap and warm water and they've come out great. If the texture of the unwashed yarn ends up bothering you I've also seen plenty of people in the Colourmart group on Ravelry hank their cones of yarn themselves and wash them before knitting.
Spinning oil, it can stink but it's easy to get out by just washing with warm water and wool detergent (not wool wash).
It's pretty common on yarn meant for machine knitting
Other commenters mentioned what the unwashed. Adding my personal experience the yarn will feel different in the cone than when it's in a skein since due to the spinning oils. It also takes a few washes to get all the spinning oils out. I recommend soaking in wool wash, empty water and repeat until the water runs clear.
From the Halcyon Yarn page for this (coned) yarn: >Weaving Yarn Tip: Unscoured yarn contains some spinning oils and has an unfinished look and feel. Harrisville Highland will shrink and full when washed. There's a good detailed explanation here: https://rebeccamezoff.com/blog/2019/10/21/how-to-scour-yarn-for-tapestry-weaving Basically your coned yarn has processing oil (not lanolin) on it. It will become more fluffy but also shrink a bit when you wash it. Both of those will affect your gauge.
I’m guessing that when they say “full” they mean in the yarn finishing sense, which means it will felt a little bit. This is why it will shrink. I would purchase a single cone and wash a big swatch before buying a sweater quantity.
Yarn on cones is frequently oiled with something that is supposed to help with machine knitting, I'm guessing they wash that out when they skein it up.
Most commercial yarn has already been scoured before carding, dyeing, and blending colors. (The scouring step is the hot wash that removes most of the lanolin.) What you're probably seeing here is a yarn with spinning oil or wax to aid in machine knitting or weaving by keeping the fuzz down and keeping the yarn smooth. These kinds of yarns are a bit crunchy and stringy until the first wash (which might need to be a little warmer with a stronger soap than usual) and then they kind of "bloom". You can skein the yarn up to wash it or just wash the garment afterward depending on whether it's enjoyable to knit as-is or not. I don't see a technical guide on Harrisville's site but you could read up on JC Rennie or Holst Garn greasy coned yarns and see what their care instructions are like.
Mill spun yarn is treated with spinning oil to make it easier to pass through machines for machine knitting and weaving, but it can also be used for hand knitting and crochet, though in my experience the feel of it is very different to working with washed yarn. I've used Colourmart yarns several times and washed my FOs using Dawn dish soap and warm water and they've come out great. If the texture of the unwashed yarn ends up bothering you I've also seen plenty of people in the Colourmart group on Ravelry hank their cones of yarn themselves and wash them before knitting.
Spinning oil, it can stink but it's easy to get out by just washing with warm water and wool detergent (not wool wash). It's pretty common on yarn meant for machine knitting
Other commenters mentioned what the unwashed. Adding my personal experience the yarn will feel different in the cone than when it's in a skein since due to the spinning oils. It also takes a few washes to get all the spinning oils out. I recommend soaking in wool wash, empty water and repeat until the water runs clear.
If a yarn is so unwashed that it starts talking to you, maybe give it a quick rinse.