I have one doing the same thing and prolly because it's leaking. Lower pressure means when the valve shut that station off, the leak cause it to lose vacuum and not go back down. You can simply push them down with your hand--WD40 might help that.
I would'nt use WD40! water is the lubricant for the heads and wd40 will only shorten the life span of the head. it sounds like dirt is stuck in the body of the sprinkler. Is the sprinkler below grade?