I just saw a new nephew at Christmas time who was bottle-fed doing the exact
same thing - trying to stick his thumb in his mouth while he was feeding.  He
was lustily sucking away at that bottle and all of a sudden his thumb would
go up to his mouth, go in, break suction, the teat would come loose, he'd get
upset and had to be calmed in order to resume feeding.  He would then
continue to feed with no problem.

I just chalked it up to a baby who perhaps had spent quite a bit of time with
his thumb in his mouth sucking and just 'couldn't help himself'.  Although I
must admit I was puzzled why he continued to loudly break suction on the teat
with just about every suck-swallow.

Add this baby to the list of ones whom I am mourning the loss of the
breastfeeding relationship.  He was born shaking with hypolycemia, put in
NICU where his mother was only allowed to offer her breast every three hours
and receiving ABM!!  Not much I could do since we live on opposite sides of
the US [top to bottom] and was not at home the weekend when he was born to
give any over-the-phone assistance!

Mardrey Swenson