Most likely it either got the water in shipping or (most likely) was poor quality control in the refinery.  I can't speak for everyone, but none of the LP suppliers I know of routinely add methanol unless they have or suspect a problem.  Methanol is used because it will closely mimic the characteristics of propane.  If you have wet gas call your supplier the first thing in the morning.  They need to be out putting some methanol in your tank, possibly treating some lines and regulators.

It isn't like you can just open the tank and pour it in.   It takes some very simple but specialized equipment.