You all most likely have dirty condenser coils. The coils are what cool the air, hence they "condition" the air. Thus the phrase "air conditioning." The coils have a drip pain beneath them, that collects condensation, and a drip line that drains beneath the car.
If you park the car, in your garage for instance and ALL of the water has not evaporated from the condensation pan, it can be a great source for mold, germs etc, and is most likely the cause of your smell.
There are many condenser kits that can be purchased, at any chain. In fact your Nissan Dealer should offer such a service for $30.00 or so. However, if you allow your automobile to sit out in the hot sun, after running the AC, or if you turn the heater on for several minutes prior to shutting the car off, the condensation and drain pain will evaporate, hence you should not notice the smell.
However, do not confuse the smell of a "New" AC system for that of mildew or mold. All AC coils are shipped with a protective layer of oil/grease, to prevent oxidation, as most are made out of copper. This layer, of oil/grease will eventually stop smelling, after several hours of use.
There is no avoiding it, and it is one of the things that comes with the "new car smell." Also, the AC condensing coils on the Armada are much, much larger than those of passenger cars, or smaller SUV's, thus you will notice the smell, more than you would, normally.
The filters, while high quality can only filter large particles, due to the fact that there are still large gaps, between the filter and the AC ducts, through which scents can pass through, and small dust particles can pass. It is not a 100% sealed unit. No AC unit is, there is always a small amount of dust that gets through.
The idea that AC system's do not need to be cleaned from time to time is a myth, and the main reason why so many home AC compressors last less than 10 years. A properly cleaned and maintained AC system in a car, or home can easily last 20 years or more. It all has to do with keeping the load on the compressor, within specs. This all has to do with keeping the AC coils and AC filters as clean as possible.
Remember there is an AC coil, near the radiator in front of the car, which should be cleaned carefully, and there is an AC coil, under the dash, which can also be cleaned with an AC coil kit, as mentioned above.
Good luck,
Eric