There is a difference in IVF/ICSI in that when they go for egg collection they render the body incapable of producing adequate progesterone (along with the fluid and the egg the cells which produce pregnancy-maintaining progesterone are removed). That's why they give the supplements. After a certain number of weeks the placenta of any implanted embryo takes over and supplies the progesterone that the pregnancy needs in order for it to survive but they've never been able to ultimately pinpoint when that actually happens. Our hospital was carrying out a study in giving progesterone for the full 12 weeks and I was given a leaflet on the subject. All of this information was in leaflet.
I was told that it was not the same for women who had not undergone IVF because their corpus luteum remains intact and is therefore capable of making its own progesterone. Creating too much of any hormone unnecessarily can always mess with levels elsewhere. It's what Clomid does, for instance. It represses certain hormones so the body has to 'up' other hormones in order to rectify the perceived imbalance.
Get yourself tested. If you need the progesterone then take it, obviously. If you don't, then it really is putting something extra into your body that does not need to be there. After 8 losses, though, I'd expect that they'd test you no problem at all.