All the musicians I’ve talked to about practice improvise, even hard-core classical musicians who don’t improvise during performances. They improvise during their warm-up to get a feel for the instrument and what might need attention in the practice session to come.
Here’s trumpeter Tim Clarke noodling in Bb (concert Ab). He does improvise during his performances, a lot. There’s lots to like about this short video, especially the tasty way Tim plays the cornet. He mentioned that he was just noodling around, warming up. You can find more out about Tim here and here, and you can find him performing throughout the NY area, and sometimes in Oregon, his home state.
Even if you don’t possess the skill Tim is showing here, it’s a great idea to take a scale you’re working on and simply play with it. Forget that “start from the bottom and play it up and down” thing. SO boring, and unmusical. Take a scale and play with it during your warm up.
Even better, use a scale or key that is going to be the focus of an upcoming practice session so you get in some double-duty.
Here’s Tim playing and improvising on the Duke Ellington tune, In a Sentimental Mood: