I've owned two gauges in my life, one was an Accu Gage, which I lost when we moved, and the one I have now is a Zefal gauge and neither of them lost air either connecting or disconnecting.
I use a tire pressure calculator on the internet to get the supposedly correct pressure based on the rule of 15% tire deflection, see:
Bicycle tire pressure calculator Use the middle one and enter your clothed body weight and your total bike weight ready to ride, enter your tire size, if you have a typical road bike set up leave the F/R weight dist alone unless you have a more upright riding bike then change it. Now there is room to adjust those pressure depending on the the kind of ride you like, firm or comfort, or the roughness or smoothness of the surfaces you ride on, or if it's raining.