My twins loved being swaddled, and as they got older, it used to have to be snugger so they didn't escape and they slept like logs. They didn't stop until they got to about 9mnths or so. We had no reason to, until we went on holiday and it was simply too hot for swaddling.
I really would leave her be for now, as you say she stops crying once she is swaddled.
If you want her to sleep in a sleeping bag, we used to put ours in the bag and then swaddle them with a muslin.
I swaddled ds2 until he was 7 months old. Like pp we only stoppped when there was a very hot spell and he wasn't sleeping anyway due to the heat. I would be in no hurry to stop if it is helping her sleep.