Progeterone levels increase throughout pregnancy; thicken the uterine wall and contribute to the development of the 'cervical plug'. Pregnant women can have 10X the level of progesterone as non-pregnant women.
Six billion people on the planet getting here without transdermal progesterone is noted. However, with more women choosing to have children later in life and with the tremendous increase in xenoestrogens (contributing to estrogen dominance), some women have found supplemental progesterone to enable them to add to the population count.
I know of two babies that were born this way after moms had experienced multiple miscarriages.