It is normal for our "non-commercial" grade tractors to experience leaking down of the hydraulics. How fast depends on the actual tolerances of the parts in use (and it will vary a little from one machine to another). What's important is that you take note of how it works now and watch for significant change.
As far as lowering the loader when off, that's a major "do" for safety reasons. Someone could bump a lever and drop that loader on another person without you around, and there will be no way to get it back up in the air.
I had the pallet forks on mine one day, drove out back, lowered the loader to about 18" off the ground, and shut it off. I had planned to stack some loose branches and such on the forks, but walked 25' away to check the pool filter. While I was there, I heard a very distinct "yelp" but didn't know why. About 15 minutes later, I saw the cuts on either side of my young dog's left eye. He apparently clipped the fork running by the tractor and literally missed poking his eye out by a mere couple of millimeters.
He's fine now, but it absolutely reinforced for me that I have to be always diligent with my safety practices - a significant accident can happen in mere seconds.