The O-rings sealing the caliper pistons twist when the piston is pushed out of the bore, and when pressure is reduced, the rings will twist back to their original shape, pulling the piston back a very small amount.
The pads will have very slight drag on the disk when the pedal is released. The drag should be light enough that you can rotate the disk by hand. If there is more drag than that, likely something is jammed, holding the pads tight to the disk.
The slide pins can tend to hold the two sections of the caliper in place if they are corroded, damaged, or bent. Some designs use slide-in caliper guides(metal vee with rubber inside?) that fit into a vee in both caliper and slide. If the vee is rusty, or the guides are rusty, the caliper may not retract properly. A tiny bit of lube should be used on both pins and 'guides', to allow the caliper & slide to move and apply/release pressure on the pads.
If you have 'pins', I'd check that they can move freely in their bore.
When you bleed the calipers, you should get a good flow of clear brake fluid when you open the bleeder and have foot pressure on the brake pedal. If you get no fluid, there's a problem.
You can check for excessive pressure due to failed brake hose by pushing and releasing the brake pedal, and then cracking a bleeder. You should get a very slight burst of fluid as the remainder of the pressure bleeds, but it should be very slight. If you get more than a 'puff' of fluid, your hoses may be damaged. If you cannot flow fluid freely with the bleeder open, when you press the pedal, the hoses may be compromised or the master failing.
If you drained fluid out of the system when replacing the calipers, you may have to bleed the master cylinder to get good brake operation. A bubble in the master will never bleed from the bleeder on the caliper. From my experience, anyway.
tom