I've found the Costco glasses to be very good quality with good anti reflective coatings that make cleaning pretty easy. I have found the cleaning cloth they provide does a horrible job, leaving lots of smudges and almost like a film on the glasses.
I've noticed sometimes I have smudges near the nose because I'm not able to get the cleaning other under the nose pads without some effort. What you are describing sounds different.
I'm not sure why that location would get smudges unless something is rubbing against them, or if there is a defect in the antiglare coating. Even the best quality coatings occasionally will have a defect.
One great thing about buying the glasses at Costco is that if you aren't happy for any reason, you can take them back. If after trying a different cleaning cloth you still have problems, see if replacing the lenses works.
If that doesn't work, I'm not sure what the problem is.