This subject is always interesting. While O2 has a higher MW than N2, it is also has a smaller "effective" size due it's structure as it's electron cloud is more compact.
Also, what you are dealing with is the permeation rate (or flux) though a membrane..in this case rubber The effective permeation rate of O2 is ~3-4X that of N2. So the short answer is yes, N2 will leak down less than air. However there is a caveat here in that as O2 diffuses through the rubber the quantity of O2 decreases so less permeates and therefore the rate of change decreases with time.
From a practical point of view the change in pressure will be hardly noticeable in the short term. On the flip side O2 is quite reactive and using nitrogen will, in theory, extend the life of a tire by reducing the adverse affects of oxidation of the rubber compounds if indeed there are any.
Somewhere in my files I have a good paper on this subject I will be happy to dig up if anyone is interested.