It depends on the duration of use.
Estrogen creates a proliferative endometrium ie thickening.
Progesterone then comes in the second half of the natural cycle and transforms the endometrium into what's called the secretory phase- designed to help an embryo implant.
Then if there is no embryo, both estrogen and progesterone fall and the lining sheds.
If the progesterone is taken all the time as with continuous HRT, this is different from the natural cycle and over time the endometrium becomes thin and atrophic.
It is perfectly possible, in fact common for someone to have a thick lining on a scan then go onto a continuous progestogen and have a thin lining on a follow up scan in 3 months or so without any bleeding at all!
If you take the progestogen cyclically you will mimic the natural cycle with repeated thickening then shedding, so it still doesn't become excessively thick, but you only get the very suppressed and atrophic lining with chronic use.