Quoting Mrs. Nesbitt:" its a comfort thing. and should let up, unless they're fairly distressed and need the soothing.. I had ... [snip!] ... hair when he was upset. I wouldn't worry too much. just watch their teeth. some dental problems can come from thumb sucking."
My mom was telling me that she sucked on her fingers until she was 5 or so, and she had a blanket that she carried around with her everywhere. I was like, "No smurf! Your parents were alcoholics, and your mom tried to kill your dad!" Her childhood was a prime example of stressful childhoods. She's a midwife, and she still was like, "That makes so much sense!" lol