The piston skirts below the gudgeon pin are the bearing surface which guides the pistons up and down the barrel. Looking at the crankshaft from the clockwise rotating end - the right hand face of each piston is the thrust and carries most load on the power stroke but the left also carries thrust on the compression stroke. So they will "rub". The question is:- is the "rub" excessive or are the pistons just developing a normal polished, bedded in finish?
Three things to consider besides that. Are the sraper rings (oil rings) upside down? And have you considered valve stem/guide wear which is often a major cause of oil burning? Finally worn big end bearings letting excessive oil pass can throw oil with a catherine wheel effect up the bore to swamp the oil control rings.