Not going to lie this is a habit I've tried to pick up before but it's not really all that much for me.
It's nice enough, but my paci is nicer. I'm also really conscious about microbes and dirt so I can't suck my thumb unless my hands and nails are 100% clean and washed and haven't touched anything else at all.
Like Geo, I find it comforting to have something in my mouth while I'm being dressed or changed.
Whether the 'something' is a pacifier, bottle nipple or my thumb isn't particularly important to me.
I'll suck my thumb if I'm not offered a pacifier, but the paci is still my first choice. However, my nanny says she enjoys watching me suck my thumb. She says the paci isn't as 'cute' as thumb sucking.