There are four reasons why you get residue spray from the grower;
They added fertiliser to the sprinkler lines. This salt residue is then left behind on the plants.
If the grower is using well water with out an inefficient filtering system the hard water, as Kevinsky pointed out will also build up on the water.
Some growers will can add various pesticides to the sprinkler line or go in by hand and use a backpack sprayer to spray both the top, under the leaves as well.
***If they are growing crops that are sensitive to burn under the sunlight they add a Calcium Carbonate spray. This spray will protect the plants, but it leaves the WORST residue on those crops. But if the grower has multiple crops with different sunlight requirements in one greenhouse they will use this spray. They don't have a choice, unless they have a state of the art greenhouse that can block sunlight in just one small part. Also woody crops after often pushed out of the greenhouse to sit outside in the blazing hot sun. Those crops need to be protect with something like; Purshade
IF the sight of it bothers you, use a soft microfibre cloth to gently wipe it off all of the leaves. Otherwise it is safe to leave on the plant. Make sure you are gentle, do not try to scrub it clean. If it all doesn't come off try again in a few month. Most of it will come off over multiple wipes, but never force it. Always use a sofy microfibre cloth.
Purshade protecting plants from sunburn