They won’t all come out at the same time with no pads in (ie coming out more than a few mm) as when you pump the lever the fluid will push out whatever is easiest, and the front pistons get the pressure first.
The pistons won’t go back in on thier own as the nothing forcing them back in. They do retract when you have the pads in as they’re only moving a few mm and the movement is the seals flexing, the pistons aren’t sliding through them.
Once you’ve pushed them out, used a small brush to put some lube on each one, then worked them all in and out a few times they should move a lot easier. Put the pads back in, wheel back on, pump the pistons out and centre the pads again and you should see each piston moving equally when you pull the lever.
Lube to use is hunters silicone lube.