The withdrawal bleeds on cyclical hormone therapy, as with the birth control pill, are completely artificial, and were historically only built in due to paternalistic beliefs about women wanting to have periods, thinking they were pregnant if they didn't, and/or being unable to cope with any irregular bleeding that MIGHT occur on continuous treatment.
Withdrawal bleeds are not medically necessary and do not treat or prevent any disease, so should be regarded as an option not a mandate.
Generally speaking, now that we have much more options available than 50 years ago, it is common practice for cyclical HRT to still be prescribed to women still having cycles, as the thinking is that it will synchronize with their bleeds and that regular periods are better than potentially sporadic bleeding, and then after 12 months or so it can be switched to continuous.
However this is completely arbitrary and nobody other than you should decide whether you spend every fourth week bleeding!
You MAY get some irregular bleeding if you aren't fully menopausal, but this can happen on a new HRT regimen even if you are.
If I were you I would go back and ask for continuous if that's what you want.
Actually regarding the tablets you mentioned, if that's micronised progesterone you will probably have been prescribed 2 x100mg a day for 2 weeks.
If that's the case, the equivalent continuous dose is one 100mg capsule every day.
This is still the same number per 28 days, so if that's the case you have agency over whether you take it continuously or cyclically, and do not necessarily need a replacement prescription.