Not noticeable during play but after filling it will loose a few hundred within a week maybe too. I suppose if it bothered me that much I'd submerge it in H2O or use degreaser(an automotive track when finding tire leaks).
As temperature changes, so will Pressure. Tank temperature will affect your indicated pressure. When you first pressurize your tank, it'll be hot. As the tank temperature cools down, your gauge will settle down to less pressure.