I honestly don't know the exact reason but having been on progesterone only for the last 2 years, trying all different types, doses and patterns, I have concluded that, despite advice to take it for half the month to mirror your own cycle (for prog only) it only works if you take it every day.
The first few days you feel good as you're getting a therapeutic effect of replacing a hormone that is low. Then it sets off some kind of reaction, I can only surmise based on theories, that it could be:
a) wakening up dampened down receptors (could be oestrogen, cortisol, who knows!) in response to the extra progesterone.
b) GABA receptors suddenly reacting.
c) a reduction in our own endogenous progesterone levels in response to the exogenous progesterone.
The symptoms can be: bowel cramping and wind, anxiety, anger, restlessness, irritability, nausea, dizziness and increased migraines.
However, after a few weeks the symptoms lessen and then they go away, as long as you don't stop the progesterone.
I suspect that all the starting and stopping as part of most of the HRT regimes is what is assumed to be a progesterone intolerance, when it's actually the body not having time to adjust.
I have no scientific evidence for any of this, it's just my own very long term, carefully studied experience.