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Considering that most rotors made of steel, any contact with water eventually causes rust especially if they sit on the lot for a while or during transport. Powdercoating is okay for the brake calipers because its not a part that is considered moving, it mostly just holds the break pad in place. The rotor on the other hand is moving as quickly as the wheel, put under a lot of pressure and heat during stopping. If a piece of powerdercoating gets stuck in front of a break pad it causes serious danger because the break pad does not contact the rotor as efficiently.
Thanks a lot for the advice. I see how that could be dangerous! I contacted the shop after your original post! They said not to worry the area that they are coating is not the disk but the perimeter and center piece!