Lucy was the same when younger - and in fact still does cry when the dummy falls out to a certain extent. But once she's asleep properly if it falls out then she's fine.

I personally find it's worth it, as it's such a comfort to her. And her relliance on it during the day, or non-sleep time has reduced as she gets older, as I gather you may be picturing an older baby with a dummy in it's mouth ALL the time