Might be a sticky pad. I've had it happen where aftermarket pads are just a touch out of spec. Where the pads rest on the calipers gets a bit of rust causing the pads to freeze up. The caliper is actuating correctly by pressing the pad toward the rotor but the pad just doesn't back off when releasing the brake.

The fix: Remove the pads, file the ends down just a tad, grease the tab rests and re-assemble.


P.S. Dust shield also keeps snow/mud from getting packed in directly above the caliper. I think it helps reduce corrosion to a certain extent, even though my rear calipers are still rusty as hell.