They do not rub off. But they are also not rough to the touch. I am curious of what caused it so I don't get anymore and when I do replace the reflectors I don't run those as well.
I had that same problem and I tried to rub it and it didn't go off. Went to the ATI store and bought new ones. They are cheap and obviously paid more on shipping to PR of what they cost so I also ordered some bulbs in the same order.
Low quality metal, perhaps....it's almost certainly just corrosion. You could try a polishing compound like bartender's friend or a mr. clean pad or Ceramabryte, etc....