It probably should read zero or at least something different than when the pump is running. Most of the gauges used on pool filters tend to be inexpensive and don't always last as long as we think they should. $10 or so should get you a new one.
Well, I'll be darned if "flicking the gauge" didn't work! I went out and flicked it, and sure enough, the gauge dropped to zero. I had ordered a replacement gauge and will replace the one I have, but thanks for a great tip and solution!