Okay so let's get a bit more clear on this. The rotor is made of iron. The rotor wears slightly each time the brakes are applied. The pads wear slightly each time the brakes are applied and leave "dust" on the wheels. The brake dust has pad material and rotor material (iron dust) in it. It rains, the small particles of iron dust oxidize (rust) and leave traces of rust on the surface of the wheel. Simple, and no need to be concerned.
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