OMG, you are certainly not doing the wrong thing. You do what is right for you, if you feel right doing it then so be it. But if you can't, then don't.
I had a recent visit from my MIL who politely said "mine all slept through, I would get so exhausted if one had a bad night"!! well boo hoo for you I thought. We don't go around saying "oh my baby wakes 3 times a night, how good is he".....so we feel crappy when we hear about those that sleep through. But honestly there are more that don't sleep through, we just don't brag about it so we think we are the minority...IYKWIM. And if you speak to many people who say bubs sleeps through, many count a long 8hr stint or so a sleep through, waking around 4 or so on for a feed, so really it's not is it.
Charlie is 6.5 months & has only slept from 7pm til 7am the past week, we've just managed to break the wrapping routine & I believe that's been the key for him as he would escape several times every night. But I'd rather get up & re-wrap him so he goes back to sleep than upset me & him.
And lastly we don't just cry for no reason....& neither does a baby, they just can't tell us why they are crying. So wouldn't you rather settle them than leave them to feel lonely at an age where they don't even understand, that's just my opinion.
So don't feel bad, sounds like your doing a great job.