depending on what level of rust, I have not seen the tanks, it could be normal. it is normal for tanks to be shipped without valves installed. They should be capped/plugged. Sometimes they are plugged with those 'moisture eating' silicone grains. Which is useless.... but anyway. Tanks shipped ground from factory could be going through many states, many temeparure ranges, wet weather etc, etc. The thread is not treated and basically is new steel in earth's environment. There will be a bit of rust (flash rust). If it is not too bad, you can scrape it out with a toothbrush, if a bit more, maybe use a steel brush. If bad, maybe have it cleaned by a pro and use a rust inhibitor. The thing is to get the tanks pressurized ASAP (when I take delivery of tanks, I am at my LDS within 20 mins and install valves and fill up) and never let them run dry again.
But this is me, your/others' views may be different.