I actually naturally skipped my period when I was on the loestrin 24 (my body just naturally did without me having to skip the placibo pills)- my OB advised it's perfectly fine- but, with that said- some women DO bleed through as their bodies resist skipping (when forced by continuing the pill). My SD is this way- she has endo and was put on pill to help with pains- but her periods are horrible, so the doc advised to skip for 3 mos- but she just ended up bleeding for 6wks straight! She cannot skip- I can. Some women are somewhere in the middle.
I would just let you body have a normal period next placibo round and then go from there. Maybe you can only skip for a few months at a time? If it continues after that- it can't hurt to ask your OB. Our bodies just do some funky stuff sometimes.