Mech disc brakes only move from one side, relying on the rotor to flex a little to pich from both sides, so they need to be set up tight.
What you're seeing is brake rub from the frame/fork flexing. In an equally flexy frame/fork using rim brakes, you'd seen the same with the brakes set up tight.

You can try widening the gap in the calipers, maybe going to "floating" rotors. Or switching to hydraulics, which move from both sides.
Or going for a stiffer frame/fork.

Or simply train youself to ignore it. Annoying as it might be, the good news is that brake rub from frame/fork flex doesn't cause enough drag to mean anything for your overall speed.