Bobwhite - refer to local regulations about game birds.I think it's the natural thing to do but I'm not sure it's the best thing to do.
I've had one end up on the roof of my house and I had another one fly all the way across my yard and over a 10' (3m) sound wall.Beside predators, quails can fly pretty well... The wild living Coturnix Quail (Coturnix Coturnix) is a migratory bird, flying across the middle sea to Egypt and other northern african countries from Europe to their winter camp.
Japanese Quails (Cotunix Japonica) does not have the instinc and endurance anymore, but they still will fly very good, if free ranged. In the german poultry forum a member reported, that one quail escaped him, while cleaning the coop and flew on the roof of his house, about 5m high.