he chain on my new road bike, a Fuji Roubaix Pro, rubs against the front derailleur cage when the chain is on the larger of the two front chain rings and the largest of the rear cogs, and also when the chain is on the small front ring and the smallest rear cog.
I thought this seemed odd and took it back to the bike shop. They told me this is normal as these are gearings that aren't usually used and shouldn't be used. I thought it this was odd, but the known Park Tool website states something similar.
Both your shop and Park are correct. The "cross chain" gears (Big-Big and Small-Small) should not be used. They're hard on the chain and unnecessary. The same effective gearing can be obtained with a more mechanically benign combination.