"There can be downsides to thumb sucking, as it can lead to problems from pushing secondary teeth as they come in. But those don’t come in until later, when children are in elementary school. Most children stop sucking their thumb by themselves before they get to elementary school. The American Dental Association recommends that parents start encouraging their children to stop sucking their thumb after age 4 — but even then, they advocate a gentle, positive approach. Many children suck to relieve anxiety, and making them anxious about sucking can backfire! Instead, praise children for not doing it — and help them find other ways of soothing themselves. Putting a Band-Aid on the thumb can help them remember; at night, using a sock or something similar can help with the child who sucks their thumb without realizing it. But again, this is only an issue for older children."
Which ignores that fact that crooked teeth in young children can impact speech development.
Granted, he's always been a determined kid :)