I have asked this question in here when I was but a newbie. The majority of the responses were; "Send them to me if the rattling bothers you!" They do get loose to the point they sound like they are going to come off the bike. I have been told by members in here that is normal.
I took my SP in for a "safety check" after I adjusted the valves and changed belts at my dealer this week and my very loose and rattling rotors were no concern to the mechanics.

Now if any of the buttons are missing or you get a horrible noise when applying the brakes then maybe it's time to rebuild them/replace buttons. That has been covered in here too. Search function is your friend.