What causes the sensation of taste when Dimethyl Sulfoxide (DMSO) is absorbed through the skin?
Short answer
It may not be so much the direct action of DMSO on the olfactory sensory system, but the smell of one of its metabolites that is excreted via the pulmonary system and the skin after ingestion of DMSO. 

Background
Dimethyl sulfoxide (DMSO) is metabolized in man by oxidation to dimethyl sulfone (MSM) or by reduction to dimethyl sulfide (DMS) (Fig. 1).


Fig. 1. The reaction of DMSO to DMS catalyzed by DMSO reductase. source: wikipedia 

DMS is eliminated through the breath and skin and is responsible for the characteristic garlic-like odor of the breath, and taste in the mouth associated with ingestion of DMSO. These effects can become noticeable minutes after ingestion and may last for several hours (Santos et al, 2003). 

Reference
- Santos et al., Biochem Pharmacol (2003); 65: 1035-41