Hmmm. This is a tough one. My son was a thumb sucker and yes, it's a hard habit to break. But it's not impossible. My BIL is a dentist and although thumb sucking is worse on the pallet, neither are good for her teeth. If she is going to be a thumb sucker, she'll be a thumb sucker. So the question becomes, are you just putting off the inevitable?
Not knowing your situation, I can't give a strong opinion on this one. But you have to make a firm decision. Right now, it's been taken away. But you cave and give it to her when she gets loud in public. In her brain it's not really gone. If you decide to give it back to her to help her sleep, will it only be used for sleeping or anytime she wants it? Again, you just have to decide what the rules are and stick to them.
And it's ok if you aren't ready to give it up. There are recommendations for everything under the sun...only you know what is best for your family. So make that choice, decide the limits and stick to it. GL Mama!