As stated by John, there is supposed to be oil inside.
I've been reading up on Bosch Blue coils recently and a point of discussion regarding those is that there are multiple Bosch coils sold as "blues". The better ones made in Brazil are completely full of oil and do not "slosh". The lesser quality ones made in Mexico are known to often have appreciable amounts of air in them so they will slosh.
The oil is there not only as a dielectric or insulator but also to conduct heat out of the coil. Therefore, the argument is sometimes made that less sloshing means less air which in turn means better quality and longer life.