I've seen this same line of thought come up before about head cement. Fact is there is no way to keep foreign scents off your flies, even your scent from handling the fly will be on there, yet we still catch fish with those flies. Dyes, preservatives, tanning chemicals, and even the packaging that tying materials come in all have scents that may be on the materials. Even cleaning chemicals used to clean materials have scents, and if you rinse in water that has been processed through a treatment plant, it will likely have some scent to it. Well water, due to minerals in it may have a different scent to it than what the fish may be used to. Some of these are scents that we cannot smell, but many other animals may be able to detect.
I used to do a lot of trapping, and had read that human scent kept foxes away. Foxes and other canines have very good sense of smell. Yet, I caught foxes, and a lot of them, and I know there was no way I kept my scent from getting on my traps & other equipment. It's just not possible to prevent it completely.
Unless an animal can associate a scent with danger, they otherwise have no idea what it is. They will smell unfamiliar scents sometimes, just as we do. That's just the way it is.
If the scent left from head cement was that detrimental, you would never catch any fish on flies that utilize head cement. Scents are there, and the fish do not have a clue about them. It's not a factor to worry about!