Translation: "I set my regulator to 30 psi, then opened the shut-off valve and the pressure reading dropped to 20 psi".
If the pressure remained at 20 psi, there must be CO2 escaping out of what should be a closed system. Ie: you have a leak.
Otherwise, while there could be a brief pressure drop when you opened the shut-off valve, the regulator would still allow gas (from a cylinder that's sitting at 500 psi or higher) to pass to try to equalize at the 30 psi setting...
Cheers!