The high pressure section of your brake system is losing pressure when the engine is off. That process is normal and inevitable because no seal is perfect, but I would expect it to take many hours or even days. It is not something I have ever checked.
Unless you have a hydraulic brake fluid leak that needs the reservoir to be topped up, or a low pressure warning light, or it takes more than approximately 5 seconds to restore pressure once the engine is running, I don't believe you have anything to worry about.