My KeyCool has MX reds. If I press the keys really slowly, I guess they do feel kinda scratchy. When typing normally they just feel light and linear.
I have a slightly more used board with MX blacks that don't feel scratchy when compared to the MX reds, but those blacks, when compared to a much, much older keyboard I have with possibly vintage blacks, do feel scratchy.
So unless it kinda feels like there is sand in the switch, it is probably just the freshly manufactured plastic parts that are rubbing together, as they do, and just need to wear in a bit.
I should point out that my MX reds have not had that much use as I have discovered I prefer stiffer switches.