Babies who love to be swaddled?

she had colic as a newborn, and it was one of the things that comforted her. even in bed with me, or in her crib she still wants to be swaddled. she is now 5 months old and its becoming more of a challenge, she wants her arms out sometimes, but can not fall asleep because she does not seem to know how to relax them. just curious if this swaddling thing is becoming a bit dangerous, because at night she will sometimes break free and pull the blanket around her head. any tricks to help ease her into not being swaddled or should I just let it be and let it work itself out? for those who had babies that loved being swaddled, when did they seem to grow out of it?