If your land compass has that problem too, you need to buy a better compass
My point is that there are some POS being sold by dive gear companies which shouldn't pass as usable compasses.
Keep in mind I'm not talking about the balance of the magnet/needle for the magnetic field for the particular "zone" of the world you're in requiring the compass to be level, but rather I'm talking about asymmetrically balanced (in terms of weight) needles/wheels. A proper compass should be operate fine when very slightly off-level without north rotating to wherever the low point on the compass is.
My comment is also not a "YOU ARE DOING THIS WRONG", but rather "one more thing to watch out for when using compasses..."