Ok, so apparently the Ekar rotors are floating and are supposed to move like that. Kind of annoying when you're adjusting the headset, but shouldn't be an issue overall. It is strange how loose they fit before tightening the lock rings. See here for an example (Edit: removed the YT link that didn't work. The video is titled "Campagnolo Ekar disc brake rotors - problems with freeplay on the hub rotor spline" if anyone really wants to see it.) I checked after tightening the lock ring to be sure and there is no play in the black section where the rotor attaches to the hub, so all is well.
I did some filing on the frame and got rid of my disc rub issue. It didn't take much. Now I'm a happy camper. It feels as good as my old rim brake bike on the climbs and now I'll actually be able to slow down when it rains. It handles well on descents- responsive but not too twitchy. I only have about 5 hours on it so far, but I can't wait to do more.