The child is made to feel that he really ought to suck his thumb which takes away most of the pleasure.
Thumb sucking is a deeply rooted habit which may have been with a child since before birth. It stands to reason that it will often take more difficulty on behalf of a child, to give up a habit of a life time than a habit that was more recently acquired.
Because thumb sucking is an unconscious habit, making it conscious can often be the key element in overcoming it.
I go along with Milton Erickson's methods here as I have found they can produce excellent results. All too often we say to our child things like, "don't suck that thumb, big boys or girls don't do it, take that thumb out of your mouth . . ." and so on, and so on.
The child is thumb sucking for comfort, and in effect we are taking away that source of comfort, without replacing it with a more effective one, which can create anxiety for the child.
Ericksonians will praise the child liberally for thumb sucking, and may talk extensively about fairness and taking turns, relating that to how it's not fair to suck one thumb and not the other, or when you've sucked both of them, wouldn't it be nice to give all the fingers a turn, and of course don't suck one finger for longer than the other because that wouldn't be fair to the rest of them.
This dialogue is continued for a length of time, following the induction and deepener, if they are being used. The result is usually an initial increase in thumb sucking, which is always praised and encouraged, followed by total cessation as the child gets fed up of the habit.
The habit, by this time, has been taken from an unconscious level, to conscious level where it is easier to control. The child will often complain that he/she is fed up of thumb sucking because it takes up too much time (and of course, there are better things to do).