mj, the overly heavy DA pull on a Sig is your safety. When paired with a good holster, traditional decock only Sigs are incredibly safe guns. I've been carrying one for 6 years.
There is nothing wrong with utilizing a thumb safety on a pistol, but make sure that you practice heavily to make sure that you remember to take it off instinctively if you ever have to use it for real.
Also note that if you're using a DA/SA with a thumb safety, such as a FNP, and you're going with the hammer down and safety on, that you'll also need to be good at the DA-SA transition, which takes considerably more practice to be rapidly accurate with than a single mode trigger. Having to undo a retention holster, followed by a thumb safety and THEN the heavy pull to easy pull transition, that is basically stacking the deck against you, especially in a life and death situation when the adrenalin bath hits your brain and fine motor skills are out the window. If you feel strongly about it, you can practice around it and do okay as it sounds like you do now, just know that most people don't do that, and for good reason.
Most people I know who are very serious about self defense techniques, sometimes after years of beating around the bush, end up using a constant action striker fired gun with no safeties and a very good holster. I'm not saying I know that you're a novice because indeed I don't know you, and I'm not saying that you'll end up with the same opinion, but if you are newer to serious defensive shooting, I'm just saying beware of the fact you may end up coming to the same conclusion eventually.
Hope that answers your inquiry, and I hope it doesn't come off as challenging, because you should do what works for you.