Ok, so we are a bit further. Without knowing the model of gauge you got, I can only speculate. However, these engines don't move a lot of oil at high pressure. It could be the gauge you have is meant for bigger engines, or ones the move more oil at higher pressures. It could be meant for a v-twin, and a 1000 cc engine. If this is the case, what is happening is when the RPMs are up, the engine moves more oil, obviously. It is able to register then. At low rpm, not enough oil flow.
When cold, oil is thicker and engines idle a bit higher till warmed up.
The ride IS the adventure. The destination is just to get gas!