No, it's not the external tank/regulator gasket that is leaking, it has to be on in the regulator body. If that's the case, you need to get a rebuild kit and fix the regulator. I'd make sure I'd exhausted all other possibilities first.
Unless someone knows something different, if the adjustment screw on the regulator is all of the way out and the regulator is connected to the tank, and the tank is "on", and the pressure creeps up . . . rebuild.