When I found a My Pretty Pony years back, she had that same weird coating on her eyes as well. I have NO idea what it was, but it did come off with some scrubbing like yours did. I wonder what it is? And also, her hair was pretty coarse as well, I'm not sure it's possible to get it any softer. Like others have said, it's a different material than G1 pony hair.
Awesome finds, congrats! ^-^