With the calipers off and unhooked, no pads installed you should be able to push the caliper pistons in and out and have free movement. One the pads are installed the pistons dont need to travel as much as when the pads were out, but if you have free travel with them out you should have it when the pads are in. If they are four pistons the pads should wear realitively the same. Single pistons will probably wear a bit more on the piston side, but not enough to notice in a few miles, over the life of the pads yes.

If there is free play in the pistons, maybe it is a master cylinder or prop. valve that is not releasing the pressure after you release the brake pedal, allowing the pads to continue to rub, and heat up, smoke, and wear.