Differences in moving window rms due to sampling rate
Shouldn't all the samples times in the set corresponding to the 2 kS
  sampling rate actually be a subset of the sampling times seen in the 5
  kS ?


Not necessarily. It depends on how you do the down sampling. If you use an anti-aliasing lowpass filter, it typically induces time delay and/of phase distortion. If you don't, you probably end up with some residual aliasing, since there is no such thing as a true "band limited" signal.

Could also be rounding errors when you determine the sample locations.