Both thumb sucking and pacifiers are okay for babies to comfort themselves with.
But in my opinion yes pacifiers are the better option for babies because with a pacifier it's easier to wean the baby off the pacifier than it is their thumb.
You can take the pacifier away from the baby completely and they might cry but eventually they'll get over it.
With thumb sucking you cannot take the thumb away from the baby so it's harder to wean the baby off the thumb sucking.
Still eventually the baby will stop sucking their thumb as they get older so they'll usually wean themselves off the thumb.
Also with a pacifier it can be much cleaner than the child's thumb especially if the child puts it's thumb in the dirt when playing outside.
Pacifiers are much better for babies and toddlers but after age 3 the pacifier should really be taken away because it can mess with the speech development.