It doesn’t matter if babies form sleep associations, unless it’s a problem for you.
The detailed answer:
One thing that may be a sleep association, or “habit”, is the need to replicate the way they fell asleep at the start of the night. Although this is not always the case, most babies will expect to be soothed back to sleep from a night waking in the same way they were soothed to sleep at bedtime.
However, these “sleep props” or “crutches” are not a problem unless they actually are a problem for you. If you are happy to rock or feed your baby back to sleep then carry on doing so. They will grow out of this need when they are developmentally ready.
If this method of soothing back to sleep is becoming a problem for you, you may find the Better Rest Method can help you cope better, or to get some new ideas.