I had the same air-pinky problem, and discovered the cause and solution. Relaxing is important, but wasn't the specific problem.
Try this experiment: place the tips of your fingers on a table, with your palm up high. One by one, raise your fingers as high as they'll go. You'll probably notice your 4th finger is severely limited compared to others.
My pinky popped up most when I played scales including a Bb, which the 4th finger (of the right hand) always plays. Due to the limitation observed above, my pinky would stick up high in order to help my 4th finger get up onto the Bb.
I've corrected the problem by playing the scale VERY slowly, and when I get to Bb I concentrate on lifting ONLY my 4th finger, as I did in the table exercise. It is a very strange sensation at first, stretching muscles I hadn't been using.
Every hand is different, but hopefully this can help yours too.