A newborn is likely to sleep without a dummy, because sleep at this age is passive. So as long as a fully tummy, sleep should "just happen".
However. And it's a big however.
For some children, if a dummy isn't established early on, it becomes progressively more difficult to establish as an independant comforter. So then come 4 months, when sleep is no longer passive and becomes hard work, without a dumny you end up needing to use other more hands-on comforting methods.
So I agree, dummies in the newborn can be a hassle. But for lobg term independant settling they are unbeatable IMO.
She will often take it and suckle to sleep, or the edge of sleep, only for it to fall out and her to wake up
This is not unusual. If you are inexperienced in the ways of dummy, you probably didn't realise how to help. But for a newborn you may need to physicalky hold dummy in until in a deep sleep. Or place baby in a position (flat on back, face upwards) that means gravity keeps it in.
Here's how a dummy works:
1. Going to sleep phase
This is from awake until relaxed to sleep. Baby will actively suck for comfort to get to sleep.
2. Falling asleep phase
As baby starts to fall asleep, muscles start to relax (including jaw and mouth muscles). At this point dummy will sit loosely in mouth but not constantly sucked or held in due to relaxing muscles. Occassionally baby may do a brief suck as falling into a deep sleep, but not all the time as in the going-to-sleep phase.
_3. Deep sleep phase
Once in a deep sleep, muscles all over the body completely relax - floppy body, fully relaxed jaw and mouth. Dummy will fall out at this time, it is no longer needed.
In a newborn, baby's mouth is smaller, jaw muscles not as strong as they will be, and the newborn has far less control over muscles than an older baby.
So in that second 'falling asleep phase', when dummy is still needed for comfort sucking but muscles are relaxed, dummy can easily come out. This wakes baby because she is not yet in the deep sleep when dummy is no longer needed.
So the answer is to find ways of helping baby keep dummy in while going to sleep, so that they can quickly and easily get into a deeper sleep without waking ir being disturbed getting there.