I think the 'varnish' is actually iron oxide, and the miniscule vibration of the tool in the socket creates it. The process is called 'fretting'.
They tell me that a spindle taper that is out of true is the main cause. If the tool shank cannot seat and make full contact, then the air gap provides wiggle room and the tool shank vibrates and creates the 'rust'.
So check the taper for nicks and dings. Sometimes a weak drawbar (broken springs) is the culprit, because it permits the tool to pull out slightly while heavy cutting is taking place. Again, wiggle room creates vibration space for fretting to occur. This makes the tool stick.
Perhaps a taper regrind is called for. There are travellers who do that kind of reconditioning on your machine. They also probably have the tools and knowledge to analyze the exact problem.
It could also be 'gunk' created from oil mixing with moisture in your shop air. That looks more like greasy grime than rust though.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)