Oil Gauge Mystery

[Brettfcars]

Hi,
There is a mention of air in pipe and oil in pipe.
I must admit to having just connecting the gauge up and using. And on dong this to many cars.
The gauges have always work.
However I would imagine there is air Trapped in the pipe should I be bleeding at the gauge when the engine runs ?
Can imagine the air takes milliseconds more to compress but reading the same ?

Thanks

Brett