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Cold temps will cause air to compress inside tires, lowering the pressure until the tires warm up. It’s perfectly normal, though many people (including me) overfill their tires by a couple of pounds of pressure in the winter to compensate for the cold and avoid the alerts.
I've had this issue as well, and I live in Atlanta.
When the recent cold snap hit I also had three tires drop below 30, and this is with my car in the garage as well. I just aired them all up to 35 while it was still cold out, and they've been holding steady ever since. I don't see anything here to be concerned about.