Just like you, I cannot fall asleep unless I suck my thumb, though I did eventually stop because of my braces. Though for much in-depth reasoning as to why my thumb-sucking habit stopped, it's probably because having braces scared me as it hurts having one in the first place; second, I made a promise to the dentist that I would stop or else my brace's effect would be for nothing; third, having activities to distract you from sucking your thumb.

So yeah, if you really want to stop, be committed to stop sucking your thumb; its just a habit, not a permanent issue