There's no such thing as a 'wrong' way to do anything. It's just what each player prefers to do.
I'm a guitar player who plays a bit of bass when I'm recording at home and initially I tried using a pick as it felt awkward using my fingers but eventually it felt more natural using my fingers in the more traditional way.
Another great bass player who used a pick most, if not all the time, is Gerry McAvoy who used to play with Rory Gallagher. He did some awesome bass solos using a pick.