NAFFAQ: Should I keep my “pinkies” on the flute all the time?
The answer here is to do what feels most natural. I use my pinkies as a guide to locate the flute, which subsequently leads my other fingers to the holes. So my pinkies (which aren’t covering any holes) tend to come off of the flute as I move up the scale, but are the first to fall back to the flute when I start back down the scale. This may sound like a lot to think about when you are playing, but with practice it becomes autonomic. If you find that you are missing the holes with your fingers as you go to put your fingers down to play a note, you might stop and look at what your pinkies are doing during all this. Your pinkies also serve to help stablize the flute when you lift all of your other fingers from the holes as you move up the scale.