Rick...sounds like these are cut ends from the building process. I would think the are just raw milled lumber at that point. They would only spray the finished pallet if anything. Sounds like a good source. You'll probably need to season a bit.
I stopped by today and talked to the fellow at the pallet company. I asked if the wood has ever been treated with anything. He told me this wood, mainly oak, is straight from the mill and is just plain rough cut oak, not treated with anything what so ever.
If there is anyone else in the Chicagoland area interested they have quite a bit for sale and it's a real good price.