Sometimes the crank can rotate when that much pressure is introduced into the cylinder pushing the piston down. That would open up the valves, but you would hear some air escaping.
Have you tried just hooking the gauge up to your compressor without hooking it up to the car? Follow the instructions on here, but without the hose installed in the spark plug hole. If you follow them properly, once you connect the hose that would normally go into the spark plug hole, air should come straight out of it.
If it doesnt, you have a problem with the tester.