I suppose the infection thing is possible, but kids all over the world suck their thumbs, and I've never heard of terrible things happening from it. I agree with your parent educator. I think things that comfort them (thumbs, blankies, binkies) should not be taken away. With all the stress in life, how nice would it be if we as adults could be so simply comforted by something?
My oldest had a blankie, my middle a binkie, and my youngest a thumb and blankie. I couldn't bear to remove that pleasure from them and figured it was worth whatever it cost later. The fact that you feel horrible is your instinct telling you to let her have it.
The worst thing that will possibly happen is she might have to get braces someday, but that often happens anyway.