There is no way you can NEVER let your baby cry. That is impossible, especially when you have other children. There is nothing wrong with leaving a baby to whine or even cry for a small amount of time while you tend to another child, go to the bathroom, etc.
I let my child fuss or whine a little by herself. However, I go in periodically to comfort her by patting her. My child ONLY fusses when she is overtired. When I pick her up, I MAKE IT WORSE! This stimulates her and winds her up. My child will go to sleep MUCH FASTER if I leave her alone or just pat her occasionally. She has gotten to the point where she likes her space and likes to wiggle in order to get herself to sleep.
Now, I understand my child's cries. If she is crying because she is scared, uncomfortable, needs a diaper change, hungry, I do respond as soon as I possibly can. If her cries are her overtired cries, I may go comfort her, but it really is better for my child to be left alone. She goes to sleep much quicker without my picking her up, comforting her, bouncing her. That just agitates her more.
Nobody knows your child better than YOU do. You are with them the most. You know what they need. You know what their different cries mean. If your baby settles better by being left to fuss or even cry for an amount of time, that is fine. I don't believe there is any harm in that.