He is happy when he is in our arms (I know, I know, we don't want him in that habit)
There's nothing wrong with that habit. It works for a reason! He's used to having your warmth next to him, hearing your heartbeat and being all snuggled up, because he spent 9 months that way. Get yourself a sling (I highly recommend the Close carrier) and pop him in there, so you can go about your life - or sit down and rest!

My baby girl spent her first 12 weeks of life sleeping in the carrier or in my arms, and she now very happily goes to sleep in a cot and is sleeping through the night. So don't worry yourself about "habits"