It's good that he thumbsucks only in the evening to put him to sleep. Many babies still do this and they will eventually grow out of it. But of course, thumbsucking is worse for your lo's teeth than pacifiers. Here is what I can suggest: 1) Have you tried giving him pacifier instead? (only if you are comfortable of course). You can take out the thumb or pacifier once he has fallen asleep. 2) Have you tried other items to soothe him to sleep like a pillow or blanket or a soft toy? Anyway, at this stage, if the thumbsucking soothes him to sleep, then let it be. Don't remove it or use mittens just to make him stop, it will just cause more anxiety. As I've said, he will outgrow it. Hope this helps.
It will be an issue if he keeps depend on his thumb to fall asleep. You need to remove his thumb right away when he starts to suck it. There's a chance it might be an annoying habit when he gets older.