No, the pistons are automatically retracted into the caliper when you release the brake pedal. That is why piston seals are square cut and then installed in a groove that has an angled face. If they don't retract a slight amount when the pressure is released, they drag too much.
Make sure that there is no other tire movement except the forward and reverse. If you are also turning left or right at the same time, then it can be something contacting the caliper body or brake line pushing the caliper body and that is pushing the piston in. It can be as simple as a loose rotor leaning over and pushing against the pistons.
I had a buddy who was convinced that shifting from reverse to drive was pushing his caliper pistons in. Turns out he had a ruined wheel bearing in his front hub kit. He was backing out of his driveway which was sloped pretty good and as soon as he got to the end of using reverse, he would turn the tires to get up on the street which would lean the rotor over and push a caliper piston in.
I'm not there, I'm not driving it, I'm just going by what you said, nothing more.
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No one said you should be panic braking. I would just expect a lot more performance out of that set up than our pads in stock calipers.