Fingers lifting are an indication of tension, or contracting unnecessary muscles. Practice playing relaxed and slow and it will go away. You do not to apply effort to making the fingers stay on the keys you just need to be aware of it. Memorize your music and watch your hands play and notice which finger lifts. When your fingers move the way you want it to then focus on how it felt when you played that way. Just be hyper aware of it and eventually you will get in to the habit of not lifting anymore.