Please forgive my asking if you are not doing this, but are you using the gauge on your pump to check the tire pressure? That works fine when airing tires up, but once the chuck is disconnected from the valve the air in the hose returns to ambient air pressure. If the chuck is then reinstalled on the valve the air from the tube flows back into the hose until the pressure is equalized, giving the vessel containing the air greater volume. Hence, the lower pressure.
However, that being said it is true that all tubes will slowly leak over time. I top my tires off about once a week. More often seems unnecessary.