More than likely, the rust is embedded swarf left from previous sharpening sessions, and not the rods themselves rusting; they're coated in nickel, which doesn't rust. Rusting swarf is fairly common to see on diamond hones, if they don't get fully cleaned & dried regularly. Swarf gets embedded on the surface, and it usually takes some scrubbing to dislodge it.
Use some Comet/Ajax cleanser and water, with a stiff brush to scrub it; this is the commonly recommended method by makers of diamond hones, like DMT. Can also use some Barkeepers Friend cleanser in the same manner. The BKF uses oxalic acid, which will dissolve any steel swarf left over; makes it much more effective (it's GREAT for cleaning up rust, BTW). Make sure to rinse the hones thoroughly after doing so (HOT water will evaporate more quickly, BTW). Lightly dousing or blotting the rods or other diamond hones with isopropyl alcohol after cleaning & rinsing will displace any remaining moisture on the surface, so they dry completely and quickly.
David