That sounds odd...but without knowing what the brand is, it's impossible to comment.
It could be that "Brand X" always has an anti-clockwise wind-in on the driver's side, although as you say, someone would have mentioned it before. I also have "new" calipers... one is a Bosch (pimpled finsish) and the other is unmarked and has a smooth finish. I'll keep an eye on this one in case I need to wind it in some time.. (it arrived with the piston in exactly the right place, so I didn't have to wind it).
I think it's probably best to keep an open mind about which way the piston winds, when approaching a new caliper.. it could be either, by the sounds of it..
As of the other question, I had Budweg calipers on my Alfa 155 (re-cycled Lucas-Girling) and they came with the same instruction, that to get the minimum clearance they recommended you wind out the piston until you feel/hear the handbrake mechanism click, rather than just pumping the pedal until the pads touch the disc.
I doubt that pumping the pedal when there is a lot of clearance/piston movement is bad for the caliper - I got the impression it was just to make sure that the handbrake mechanism activated the pad onto the disc at the start of a "notch" rather than at the end of one, if that makes sense.
I think it just helps the handbrake get better leverage (although I have no idea how they work, handbrake is always the bane of my life and Dr Death the MOT man always grumbles about it
Anyhow.... I wound the pistons back by the absolute bare minimum just to fit over the pads.. pumped the pedal, worked the handbrake a few times... then removed the caliper, wound the piston in 1/4 turn and then re-fitted the caliper (pumped and levered as above) for good.
Ralf S.