Yeah - that definitely looks like thread lock. I used to put that stuff on my radio controlled cars (way back when.) You should be able to (carefully) work it loose with a razor blade without creating any damage to the rim or tire.
When swapping a tire most places will swab the beads of the tire with some solution in order to help the tire pop into place. As far as I know it's just soapy water, but maybe they have some special stuff instead? I'd ask whoever mounted your tire what it is. Does look like threadlock, but I've never heard of threadlock being used on lugnuts.