formula fed baby still tries to nurse

This is a little strange to me because my baby has been on formula since she was two weeks old because my supply wasn't working out the way it should. But lately we will be taking a bath or shower and she goes right for my breast and latches oh I'm not sure what to think I don't have anything in there so I try to get her to stop. Has anyone else dealt with this? I feel stupid for asking but I feel like it might be a little weird to let her keep doing it if I have no supply? I'm sure it's a comfort thing since she loves her binky.