not normal, they "may" deflate a little bit after the key is off and it has sat for a minute or two, so that the pump won't have to work as h-a-r-d on startup, the pump will also release air for just a second right before it starts with key on, if you listen closely you will hear it exhale and then run the pump when the key is turned to run. same for if you park it and let it sit after a bit you may hear it exhale a little but you have to be patient and sit and listen for it.
otherwise they should hold air for days weeks or even months if just sitting parked. if they are loosing all air after sitting overnight for instance then you either have a leaky shock bladder or the air pump valve is leaking. I had a pump go bad and sitting for a little while the air would leak out, sprayed everything with a soap and water mixture and found the pump valve was leaking air out. it would do the same driving down the road it would inflate at startup but after driving down the road 10-15 minutes the shocks would have only a little bit of air (nearly flat) I could feel it while driving, most people probably would not notice but I know my vehicle very well. I could start it up, feel the shocks (nice and firm) drive down the road 10 minutes or so, pull over and with the vehicle still running I could reach under and feel the shocks again and they would be nearly flat.
