G.♣.
The one thing you can be certain about when it comes to babies is that nothing is constant. Nothing in your baby's routine may have changed, but your baby is constantly changing.
It's actually quite unusual for for babies to be laid down and just go to sleep on there own. What you're experiencing right now is much more normal.
There is nothing wrong with rocking him to sleep. There is nothing wrong with him feeling safe in his mother's arms while he drifts off to sleep. Will he get used to it? Probably. But as I said, the only thing you can count on is change. Chances are, rocking will work for awhile and then he will once again require a change.
When my kids were that age they would often nurse to sleep. Later they rocked to sleep. After that stopped working I tried something else.
No matter what you find that works right now, chances are you'll have to adjust again soon.
My point is just try to relax and do what works. If he wants to be held, then hold him. He might be hungry, but he might just need to be near Mommy.