Hi D.,
I don't know why some kids are suckers and others are not, but I do know I was literally born with my finger in my mouth (C-section) and I continued to suck for a long time. But, neither of my kids have ever been suckers (pacifier or fingers). I sucked my index finger for comfort, usually when I was bored or tired. I gave it up during the day by age nine, but I struggled with it at night through my teen years.
I am sure, due to your personal experience, you are uneasy about your girls following in your footsteps, but try not to push them too hard. You might be surprised and they just might give it up on their own. But either way, don't make it seem like it is a shameful thing.
If (and that's a big if) they are still suckers later on and have fears of sleeping at friends' houses, teach them to be confident rather than fearful that it might happen, and if anyone sees them sucking during the night (and that is also a big if) they can just laugh it off and say something like, "Yeah, that's weird, I used to do that when I was a baby. I don't know why that happened, maybe I was dreaming about being a baby again." I was able to fall asleep without sucking by the time I was old enough for sleepovers, but if it happened accidentlaly during the night and someone had seen me (though that never happened), that's what I would have done/said.
I'm sure they sense your frustration and feel bad enough about it already. If they are happy and emotionally healthy in every other way, then it is really a minor issue. Try not to make such a big deal about it.
BTW: never had any trouble with my teeth and have a perfect smile without braces. And, am a non-smoker.