Yes cold weather does cause tires to deflate some due to the changes in outside air pressure.
So it's important to keep check on your tires air pressure more in the cold weather because the cold weather does cause some tires to lose a bit of air.
Every winter it happens to my vehicles tires and I lose around 10 PSI of air pressure after a week in the cold weather so I always have to keep check on the tire pressure to make sure they're properly inflated.
If your tires are in good condition and not leaking then it's likely that the cold weather and change in outside air pressure is deflating your vehicles tires which is normal.