Like, do you think it creates a sense of "connection to the instrument"? (a possibility)
I really don't know what it does. It struck me as possibly being similar. (I'm also not sure what Horowitz means by it).
On the surface, anchoring the little finger means you've firmly established the geography for the purpose of putting the other fingers in the right place, or for mechanical stability. (guitar players sometimes anchor the little finger of the strumming or picking hand)
But it's possible that the little finger is also sensing or controlling the instrument more directly, rather than just assisting the "working" fingers. I dunno, I'm speculating. But I also take brass lessons from a Reinhardt trained teacher. As you may know, Reinhardt analyzed the very fine changes of angle and pressure of the mouthpiece in different tessituras, and that control and sensing is done by the support hand rather than the fingering or playing hand. That was one of the struggles for me a couple years ago when a rotator cuff injury forced me to convert to left handed playing.
I prefer the smaller recorders. I have a tenor, and play a bit of alto because people I play with like it. Given the choice I play 'nino, and I actually own a garklein, though I've so far refrained from performing on it. If only there were more time in the day!