Yes if you have a womb you will always need a progestogen of some sort if you take HRT which contains oestrogen. Oestrogen causes the womb lining to thicken and unless you take progesterone it can continue to thicken unchecked which can lead to breakthrough bleeding and ultimately potentially endometrial cancer.
You can take the progestogen cyclically or continuously. If you take it cyclically it acts like it does during the menstrual cycle - it converts the endometrium from proliferative (growing) to secretory ( changes the structure ready for fertilised egg and pregnancy). When you stop the progesterone it signals that fertilisation has not taken place so the lining is not needed and is shed as a bleed.
When you take continuous combined HRT ie progestogens all the time, eventually, if the doses are balanced, the progesterone intereferes with the capacity of oestrogen to cause the lining to grow so it (should) stay(s) thin - or rather within normal limits.
Whether or not you bleed on HRT depends firstly where you are in menopause and also what type/dose of HRT as well as other factors eg abnormalities such as fibroids or polyps. Not everyone bleeds on cyclical HRT (15% do not according to the stats on this website). If you are not bleeding and are taking cyclically ( eg on 28 day cycle) a proprietary combi HRT product that contains a progestogen then you don't need to worry - it means your lining is not building up. Usually it is abnormal bleeding that is a signal that something is wrong with the balance and potentially may need investigation, rather than lack of bleeding.
Maybe tell us what HRT you are on and for how long you've been taking it?
Hope this helps?
Hurdity x