Well, if the caliper is that new, it shouldn't be crusted up yet. How about your MC? Is that new too or original? If original, maybe it needs a cleaning. There's a couple small holes between the piston area and the reservoir. One lets fresh fluid into the piston, the other lets it bleed back when you release the brake. If that return hole is partially plugged, that might do it. Yes, the caliper piston seemed to move OK when you actually forced it, but maybe it can't on it's own. In operation, the caliper seal clings to the side of the piston and stretches out a little as you apply the brake. When you let off, the rubber retracts and pulls the piston back with it.
But, a little pad drag is normal. As long as it's not to the point that it's hard to turn the wheel by hand or the disc gets really hot after riding, you may be fine.