Good point about the Data Breach Incident. Granted, NewEgg is not in the business of wiping drives but if this does qualify as a DBI then NewEgg may have some liability here. This would be similar to pawn shop owner that receives and resells stolen property. Even if the owner wasn't aware that it was stolen, they still have some liability if they didn't do their due diligence to find out.
IANAL, but you might consider sending the drive back and explaining the situation to NewEgg. If it's not a DBI, they'll wipe the drive and restock it. If it does qualify as a DBI, you might just have spared them some legal hassles.
Just my 2p.