Your work should not lift from the table as you cut. Sometimes beginners encounter this because they try to turn the wood too sharply and the teeth of the blade bind. However, I would still advise against using the hold-down because having the workpiece slam down on your fingers a couple of times is a forcible reminder to be more careful! It's not as if it's going to hurt you badly and you will improve your technique much more quickly. Bad technique puts strain on the blades and reduces their longevity; reliance on the hold-down just compounds this.
If an experienced scroller is still suffering from the workpiece lifting, I would suggest checking that the table is square against the blade. Although a tilted table shouldn't make a difference, in practice there is less leeway when making tighter turns and the workpiece has an increased tendency to lift. If the table is found to be square, it could be that the upper and lower arms are misaligned. That, of course, is much more serious and indicates that the machine will require proper servicing.