Differential pressure gauges have two inputs. One input port is for the actual pressure sense like fuel pressure and the other input port is for a different pressure, usually lower then the first port. Like on a turbocharged engine, to get the correct fuel pressure reading, you need the gauge to know what the upper deck pressure is coming off the turbo as the fuel pressure regulator also has the upper deck pressure acting on the fuel pressure regulator. Depending on how the gauge is made, the lower pressure puts pressure on the measuring sensor diaphram inside the gauge. Conversely, the oil pressure does not need a differential pressure gauge as the oil pressure is not dependent on altitude or manifold pressure as fuel pressure is in a turbocharged engine.