Jan, did you have aphids on the plants while they were smaller? Milkweed gets infested with a species of yellow aphids down here. I'm just wondering if maybe the leaves were damaged while they were just coming along, and now have this scarring on them. Some of the leaves in your first picture look slightly deformed (bent) as well. Also in the first picture the leaves further up the stem aren't scarred like that. Does the damage go right through to the back of the leaf?
Did you buy the plants from a nursery or garden center? They may have sprayed them with something for aphids before you got the plants and now the leaves are showing the effects of aphid damage.
Is the damage continuing, or has it stopped? Are there any new leaves? New stems with healthy leaves? Whatever caused this damage may have moved on.
I don't think you want to spray the plants with anything unless you're sure what the problem is. But do spray them with the hose occasionally to keep the leaves clean and healthy, despite their tatty appearance.
