it may be that when attaching the pump the air in the filler hose is equalized with the pressure in the tire. since the air in the tire is under compression, some will escape the tire.

the air escaping on removal of the pump is probably from the filler hose (that is that same that is in the tire when filling) and is equalized back to atomospheric pressure when the nozzle is removed from the valve. the loss to the tire occurs the NEXT time you attempt to fill it.

so you never can know what the real pressure is unless you install a pressure gauge in the tire, sort of like Schrodinger's Cat paradox.

i'm just guessing...