By definition, BYPASS bypasses all machine functionality, so it would not make sense to have gain in bypass.
Better to find what your problem is. You don't say which bypass mode you are using. Of course.
If you are using relay bypass try changing to dsp bypass.
If you are using dsp bypass and still get a gain change in bypass presumably this means that the effects are adding gain – you can try changing the effect parameters or adjusting the wet/dry settings.