I have a Lezyne floor pump - love it!

Do you have a screw on chuck or press on? Regardless, it is possible you are not getting a good seal onto the valve stem, or you have a slow leak in one of the connections between the valve stem and the body of the pump.

​​​​​​My screw on chuck has a pressure release button on its side. This pressure relief button allows me to unscrew the chuck more easily than it would be if there was 100 psi in the hose.

​​​​​​If you are able to put good pressure into your tire, you have a leak somewhere between the chuck and the pump body - that would include a leak at the gauge.