I think it's pretty crappy that they sold you a rusted caliper, whether it's a lot or a little.
Seeing as I'm in the manufacturing sector I can add some things.
When manufacturing automotive parts, all parts are supposed to be kept free of rust during the process of machining (manufacture).
Every customer (that I've ever dealt with) requires the finished product to be able to resist rust for a said period of time.
Some of the more stringent requirements even call for a RP (rust preventative) that can withstand an 800 hour salt spray with no traces of rust formation.
Every single automotive part that I have been involved with REQUIRES either a full submersion or at least a spray with 100% coverage to prevent rusting during shipping and shelf storage while waiting to be sold.
I can't say how that caliper got so clean as to have no rust prevention left on it, maybe it was sold and someone sprayed it with a degreaser, who knows. But me personally, I think they should allow you to return it or at least given you discount at time of purchase.
I understand your frustration, believe me I do.
But I even though Rock Auto is being kind of a stick in the mud in this one, I don't think it warrants dropping them altogether.
You can get the rust off the caliper by means of chemical application or disassembly and have it bead, sand blasted (which is what I would do) and then spray it with a good quality caliper paint for cheap protection. Powder coat for the ultimate protection.
Even if the caliper came with rust prevention on it, you would still want to prep the surface somehow to keep it from getting crusty with rust.
The only place you can get away with bare metal is in the south, southwest and desert areas.
Any vehicle that goes through a freeze and thaw cycle repetitiously will get horribly corroded. Even worse yet, a climate that sees snow, ice and uses salt or some other chemical on the road to melt the ice or snow.
If that caliper were on my vehicle in the Milwaukee, WI area with no surface treatment, it might last 3 years before it would be so corroded it would stop functioning properly.