The engine running only helps with the servo assist part to make it easier for you pressing the brake pedal, the pads sit on the surface of the disc or !Removed! paper close, when pressure is released after you take your foot off the pedal the pads only move slightly from the discs themselves.
But you should be able to spin the wheel freely when the brakes are not applied, if not the pads could be binding / dragging (possibly due to caliper issues) which builds up heat and wears your pad out
This minimal movement is why you get eventual seizure of the pistons (combined with dirt, heat and brake dust build up)