Baby crying to be held

I’m posting anonymous because I feel guilty for asking this and don’t want to be judged. Lately my 4 month old has been crying a lot to be held. It’s not that I don’t want to (I would happily hold/cuddle my baby all day!), but I don’t want my baby to think every time they cry that they’ll get picked up because I can’t always stop what I’m doing to pick them up.

Is it too soon not to pick up my crying baby? If no, how do I go about getting them used to not being picked up every single time (like if I’m getting ready, cooking, etc.)?