I had never noticed that I hold my pick differently to most guitarist until it was pointed out to me 4 years ago.
I seem to lock my thumb and angle the pick backwards. It works for me and it seems I'm in good company. Chris Poland, Jesper Stromblad, Carlos Santana, George Benson and Shawn Lane to name but a few hold their picks like this. Paul Gilbert also held his pick in a similar way until he "corrected" it early on in his career.
It's done me no harm whatsoever.