A., I thought I would put in my 2 cents worth of advice as well. I've had 3 kids, all 3 sucked their thumb (as did I - could it be hereditary?) Anyway with the first we put the yucky tasting stuff on at 18 months and she stopped. This was against the advice of my pedi, who said that she would just pick up some less socially acceptable habit. :-)
With the second one I said we'll just let it go, until she stops on her own, and she did, around kindergarten. It didn't affect her teeth at all according to her dentist. She was my best sleeper.
The third one quit when he got a bad cold and, and I had to nurse him to get him to go to sleep. (which I didn't mind since he was my last one)
In retrospect I would suggest you let it go; you can put Aquaphor on the thumb, which should help with the dryness, and soon our humidity will be back and it won't be so bad. Our little ones are little for such a short time, and they need something which helps them comfort themselves. Believe me, he won't do it forever.
My grandkids all have pacifiers, but I don't say a thing....
Have a great day!
S.