I have scans for my FET, but the blood tests tell them when you ovulate... In fact they couldn't see anything on scan, but BT said I was about to O... So I'm sure that its okay. Not checking the lining is weird, but maybe they don't think they need to with you... Perhaps you are usually okay?? Definitely don't worry about no progesterone, your body will create that naturally if you get pregnant as it thinks you 'O'd naturally....
But call if it makes you feel better...it is weird how they all so it so differently!