I'd have thought a wrap should be more comfy than an ergo for a newborn? As long as your tying it nice and high and tight.
That said, an ergo could be a good choice as she grows. I'm assuming your wrap is a stretchy one?
I really would urge you to trust your instincts. After all, she's just following hers!
This "requirement" society has for babies to be independent as soon as possible is a bonkers one as far as I'm concerned. But it is one that new mums feel under pressure to conform to. I know I did. I loved carrying her, and would always pick her straight up when she cried, would feed her on demand, and had no desire to leave her at all, ever. But I spent the first 3 months of her life worrying that it was wrong, and that I was setting myself up for a hard time later.
Finding a babywearing forum really helped me, as it was full of "attachment parents" who were doing the same things as me. Granted we didn't BF or co-sleep like a lot of them did, but I was reassured to find so many other mums who were just responding to their babies needs like I was. And they were happy! And had older children who were normal! And none of them were lentil weaving hippies. Just normal mums, enjoying and understanding their babies.
Look up Attachment Parenting. It's not a new faddy thing, but describes all the benefits of giving your baby unlimited access to the place she feels most safe in all the world.
As I said, we've been baby-led in everything we've done for DD. She's been carried in a sling, fed on demand, BLW'd, we've not sleep trained her, and don't and won't use naughty steps or star charts. Tell that to a HV and they've probably got a picture in their heads of a spoilt, overweight, demanding, out of control child. But she's in fact a loving, chatty, confident, secure little girl.
I don't regret for a second "giving in" to that tiny baby who just wanted to be held. Yes it was hard work at the time, yes there were times where I wished she'd sleep on her own. But things change so quickly and now I miss watching her sleep! The only thing I'd change next time around, is to relax into it from that very first day. Listening to no one but her made our lives so much happier. And led us to so many other "alternative" ways of raising her, that have enabled us to be the parents we always wanted to be, but didn't feel like we should/could.