No.
Sucking too hard have chances of causing a blood clot which May cause a stroke. However this extremely rare with only one case reported.
Overdoing anything is bad , and so is sucking too hard thus breaking capillaries and causing clots.
Next Steps
1. Use cold pack to soothe it .
2. You can also ise ointment thrombophobe. ( a very thin layer of the ointment if to be applied on the entire area within the boundary of the hickey).