I understand what you are saying OP in relation to dealing with your first baby.
I could never leave my PFB to cry either. I once tried leaving him 'to settle himself' - I lasted 47 seconds [grins]
But then I had DC2, and DC3. And found that whatever my own physical response to a small wailing baby, sometimes you have to prioritise an older child over them.
Can vividly remember the first night DS2, then about six weeks, settled himself off to sleep. I'd put him in his basket, he'd started wailing, I was on my way to comfort him when there was another (louder, terrified) wail from DS1's room. He'd fallen out of bed, hit his nose and was in the throes of a nasty nosebleed. He was sobbing, frightened and in pain. DS2 on the other hand was basically screaming because he was overtired.
I left DS2 to cry and comforted DS1 and mopped up the blood. Took me five minutes to do, by which time DS2 had fallen asleep.
Now, never in a million thousand years would I have left my first baby to cry like that at six weeks, but when you have more than one child you quickly learn that you prioritise based on need, and that the need of a small baby does not automatically trump all. In my scenario, I prioritised the child who was in pain and bleeding. Baby had to wait.
So YANBU for a first time mother, but bear in mind your views may change if/when your family grows.