Not sure where you could be losing pressure. I'm using the same setup(left) and haven't had any problems. When I stripped the donor, I also took the fuel pump(right) and modified it to fit onto the older assembly. The truck ran but didn't start easily when hot. Took a couple of seconds longer before she would fire. After switching to the older setup with a new pump, the truck fires immediately cold or hot.

I would have to think there must be a check valve in the pump somewhere that holds pressure while the engine is off. I could be wrong.