Every hydraulic lifters that is holding a valve open bleeds down when the engine is off.
With new lifters some can have too tight of a clearance between the piston and the body and they can stick in the collapsed position until the lifter warms up. Once warm the body expansion releases the piston and the lifter will work normally. Over time this type of problem will go away as the lifter wears in.
If this is a used lifter the same problem can occur because off sludge build up inside the lifter causing it to stick.