I've been told that alloy wheels tend to lose air faster than steel wheels (assuming neither have corrosion issues where the bead lies).
The tires themselves can make a difference - how well do they match with the bead seal area of your individual wheels. If the tires have been mount and unmounted several times (ie. you switch to snow tires but don't have a second set of wheels) it could distort the bead seal area.
The mounting can make a difference - was a mounting compound used, or just soapy water, or nothing? The last time tires were changed did the tire shop clean up the mating area of the wheel (wipe down old mounting compound or sand down any corrosion) or did they just take short cuts and mount the new tires because "the customer will never know the difference"?
The valves or valve stems can make a difference - either defects or differences in initial quality of the items.
I have two sets of alloys, one with summers and one with snows. I have to vary with the seasonal temperature changes but I probably only need to top up either set one or maybe two psi in a season that isn't accounted for by temperature variance. Of course sometimes I check my pressures weekly but I'm a bit of a car hobbyist anyways.
Spray some soapy water around the beads, the valve stem, and into the valve body itself and see if there is any visible bubbling. I had a valve get sticky on my snows once and unexpectedly found myself at 13 psi during a drive. Soapy water condemned the valve.