Consider yourself blessed.
1. The pressure gauge is right. The assumption that the pressure is directly proportional to the amount of gas is incorrect, but that error is, in fact, small.
2. At low pressures real gasses are more "compact" than ideal gasses. This means that, at pressures below say 3000 psi, there are more gas particles in your tank than is predicted by the ideal gas law.
3. At high pressures real gasses are less "compact" than ideal gasses. This means that, at pressures above say 3000 psi, there are fewer gas particles in your tank than is predicted by the ideal gas law.
A practical example: which contains more gas mix - one "80L tank" charged to 2000 psi or one "40L tank," charged to 4000 psi? Answer: one "80L tank" charged to 2000 psi since at pressures above 3000 psi the gas gets less compressible. It took fewer gas particles to raise the pressure from 2000 psi to 4000 psi than it took to raise it from 0 to 2000 psi. The pressure went up to 4000 psi, it is just that it took fewer gas particles to achieve that than you would have thought. Putting less gas in to raise the pressure from 2000 to 4000 psi means you get less gas out as you reduce the pressure (by breathing) from 4000 psi to 2000 psi.