Built-up cooling system pressure varies with the coolant temperature, it's called "vapor pressure". In a cooling system having no "expansion room" in the radiator, the rad. cap, having 2 seals, allows liquid to escape at the cap's set pressure level, typically 16 psi, and the liquid is "caught" in an overflow "bottle" which is vented to the atmosphere. The 2nd. seal on the cap seals the very top of the rad. fill neck, to prevent loss of liquid, AND to allow the shrinking liquid within the cooling system after the engine is shut down, to be drawn back out of the bottle into the radiator, which thus remains full at all times, hot or cold. You likely know all this already; I have no way to tell that.
If you are reasonably sure the pressure loss is not occurring due to a faulty rad. cap., and that the pressure-testing device itself did not leak at the connection to the rad., then, no, pressure loss of any amount is not normal. A failed head gasket, depending on severity, usually causes some degree of overheating, especially if the combustion gas leakage is finding it's way to the water jacket. If the leak is to the outside of the engine, or to an adjacent cylinder, overheating is much less likely, and no coolant will be lost, nor will cooling system pressure drop. This is, however, theoretical hocus-pocus, explaining what CAN or MAY be happening.
Does the engine run hotter than normal? Is coolant being lost? A good test is widely available to detect combustion gas in the coolant vapor either in the top radiator tank, or the catch bottle. I would do that test before tearing the head(s) off, based on answers to the two questions above. A very seriously leaking head gasket can cause a drop in cranking compression pressure, a useful check IF you know one or more cylinders did not already have low compression. imp