Yes, I have always brought my flute for several reasons:
Sometimes there are flute choir reading sessions that anybody can join.
You can try out other products, even if you don't intend to buy right now, like head joints, crowns, Foster extensions, etc. It's probably the rarest opportunities you will have to see and experiment with many of those types of things right there in one place.
The convention ends every year with all the participants playing Bach's Air on the G String. It's an incredible experience to be in the midst of a couple thousand flute players performing a great piece of music.
Almost always, you can link up with other people for private duet (or other ensemble) sessions. Sometimes people advertise on the main bulletin board for that type of stuff.
There is always a guarded security post where you can check your flute while you do other things. That doesn't mean that your flute can't be stolen in other ways, though. Unfortunately, almost every year several people have their flutes stolen. This has been greatly reduced, though, because of procedures (like the security station) and repeated warnings throughout the convention about how to keep you and your instrument safe. I've never felt insecure about having my flute with me at convention. Having once served a term as the NFA legal adviser, I can tell you that NFA takes instrument (and people) security very, very, seriously and works with the facility to ensure that its members will have the highest degree of safety possible for themselves and their instruments.
You will very likely be buying more flute music. Having your flute there with you allows you to dig right into things

.
Those are just a few reasons. But, having gone to several of these over the years, it's pretty standard that people bring their instruments with them. You can, however, still enjoy the convention without bringing your flute at all. It's really your call if you want to do it or not.
SK