I personally don't use dummies for the same reason you stated.
However, the mouth is the main source of comfort for young babies. I find a clean finger works well when necessary, as it is only given for a very short time. It is mostly necessary if the baby is crying and the crying is only causing more problems (as it gives them wind). It's a good way to calm them enough that they can gain some perspective and be made more comfortable - the reasons for crying can then be dealt with. It's worth remembering that the suckling action can also give them wind and make them uncomfortable too, and it may be better if the dummy (or finger, whichever) is only used as a last resort.