Could be normal or it could be you have a very fine hairline crack somewhere on the face or one of the other aspects of the gauge. If the bubble remains the same size after diving then all is good....if the bubble grows in size after diving then your gauge is cracked and slowly leaking oil. This was a common failure mode for Suunto SK7 dive compasses...the crack can be so fine that it is nearly imperceptable under most lighting conditions.
The bad news is that it may be broken. The good news is that if you are diving with a computer then the analogue depth gauge is just a backup. Many divers have even stopped diving with an analogue depth gauge and instead rely totally on their computer and often the known depths of features in their dive environment.....if a computer fails, the protocol is to head at a safe ascent rate to the surface. If you are only diving with that depth gauge then if, during a dive, you believe it stopped working properly, then make a safe ascent to the surface.
If you don't already have a computer, my recommendation is to invest in one instead of a replacement depth gauge for your console.
If you don't want to dive with a broken depth gauge, you can remove the SPG from the console and dive with it just attached to the end of its hose. There should be instructions on the interwebs on how to remove it.
Oh, and one other thing....I believe the Mares Puck dive computer is sized to fit in the space occupied by your depth gauge....just another option for you.
-Z