A note on checking for leaks: With the tire off the vehicle and flat on the ground, you dribble soapy water where the tire meets the wheel -the bead seal. The amount of water isn't important as excess water will simply run off. The soapy water remaining will reveal bubbles. Wear your good glasses as the bubbles can be very small.
As said above: Alloy wheels corroding (oxidizing) at the bead seats is a known thing. The resulting roughness, while minor, can allow air to escape.
However, that you're seeing matching pressure differences on all 4 wheels would tell me you don't have that problem.
As others have said, temperature variations cause inconsistent pressure readings.
How 'precisely' you press on the gauge effects readings. Not only are you releasing air (not the largest source of error), but the full psi might not be hitting your gauge's guts if you hear the characteristic hissing. It's best to be familiar with one's gauge such that you can jab it on the valve quickly and squarely....not necessarily forcefully.
My wife and her sisters are taking a 1,000 mile trip come Thursday. All 4 of her tires (brand name withheld because it's immaterial) had 34 psi. It had easily been 2 months since I checked them last. She doesn't drive much, and the tires have always held air well.
I cranked them up to 38 psi (recommended 34...+ the time honored 10% for sustained highway driving = 37.4 thus 38 psi) two days ago.
I just checked them -as this thread inspired me- and they match at 38....good to go.
Aside from this particular exercise, keep in mind that the minimal/acceptable/unavoidable tire leakage is increased during the "Autumn + Spring" months. It's the temperature fluctuations through these days which increase leakage.
NOTE: I knew her rear tires were more worn...but now I see they're more worn that I remember. Time to tire shop!