I've noticed the same thing with the cheaper pen type gauges. I bought a digital gauge a couple years ago that reads to the nearest 0.5 psi. I don't remember the brand name (maybe Slime), but seems that it may be pretty accurate. At least the tires seem to look properly inflated using it. I've also compared it's reading to the pressure gauge on one of the better grade portable compressors and they are pretty close to one another, but neither one is even close to China made pen gauge or the china made inflation hose/gauge I have. If you can find a gauge made in the US or Japan it will probably be more accurate than anything made in China. Campbell/Hausfield is a well known manufacturer of compressors and I think I've seen their own brand pen gauges in Walmart which might be fairly accurate.
Even factory direct style TPMS is only fairly accurate. I've used my old jobs hunter gsp9700 to inflate a set of 4 tires to the same pressure and the sensors read +/-2 psi. yea, 4 psi variation. yea it's a good idea 'cause people are idiots but it's not perfect.
1991 Toyota Pickup 22R-E 2.4 I4/5 speed
1990 Toyota Cressida 7M-GE 3.0 I6/5-speed manual
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