We used a zip up swaddle from early on so ds had his arms up, not across his chest, but we started to wean him at 4 months when he started trying to roll back to tummy. Did one arm out no dramas but he wasn't ready for the other til 5.5mths. He was very close to rolling by then so we just took the other arm out and went with it.
He still sleeps with his arms up beside his face if he is in his back. We now use a sleeping bag for warmth. Although the other night I had washed it and forgot to hang it up and he slept fine without it thankfully (we just put him in two onesies and he has a heater in his room so I knew it wouldn't get below 20 degrees in there).
Not judging, but once they can roll back to tummy, whether doing it in bed or not, I thought you were meant to stop swaddling for safety reasons?