Once the boiler is full of incompressible water, the pressure test doesn’t put any more water in, or at least very little. All that happens is force from the pump handle increases the pressure inside the boiler, which the pressure gauge registers.
I guess the pump valve is leaking slightly, allowing the pressure to release back through the pump. No blow-back seen because the amount of water is tiny. Or possibly the boiler is weeping somewhere inaccessible, and the tiny amount of water released won’t become visible unless the pump keeps the pressure up for a long time.
Pressuring the boiler with an incompressible liquid like water is far safer than testing with air, or even worse steam. Air is compressible, so every stroke of the pump not only raises the pressure, but stores energy in the air as if it were a giant spring. If an air-pressured boiler breaks, a lot of energy is released with a bang. Steam is far worse because it contains a lot of heat energy as well.
Hydraulic testing only puts the energy of the last pump stroke into the boiler – far less, and very little of it is stored.
Dave