The Reservoir bag loses air when the concentrator is off, is that normal?

It is nor­mal for the reser­voir to drain slow­ly when the con­cen­tra­tor is off. On an ExtremeO2, best prac­tice is to leave the slide valve to the reser­voir on “-O2” in order to close the valve to retain oxy­gen.

For a LiveO2 there is an attached plug (cork or cap) to pre­vent leak­age. Replace the mask with the plug. The masks have a check valve that will allow oxy­gen to flow out.