I wouldn't the be happy either but only because you have to wait several weeks to transfer now - have they offered to pay for the cost of freezing and FET as usually even if you have to have a freeze all and frozen transfer because you develop OHSS clinics generally make you pay extra albeit usually discounted?
Did they say what had happened with the progesterone? Have you checked your notes etc thoroughly to make sure nothing was noted on there? Not from after EC but from when you started stims?
I usually get a print out from the clinic confirming what I have to take and when (I'm with a different clinic though)
To be honest I don't think your outcome would have been any different - most clinics don't do day 3 transfers because day 5 blastocysts have a much better chance of success than day 3 embryos. And if you are choosing to only transfer one at a time then it's better to wait to see what makes blastocyst
It would have been highly unlikely that the 2 that didn't make it to freeze would have been good enough quality to lead to a successful pregnancy I'm sorry that's probably not what you want to hear
You would also have false hope had they just frozen at day 3 that you had 2 more chances only to find when they thawed them ready for transfer that they didn't start developing again.
I agreed with my clinic where there was more than one embryo on day 3 that they would freeze only half of the the best quality Grade 1 embryos and the rest would be cultured to day 5 so that we had some comfort in knowing that we actually could get embryos to blastocyst stage
(I know loads of people who had loads of top quality day 3 embryos but then lost them all between days 3 and 5 because - after day 3 it is sperm quality which dictates whether it will become a blastocyst and by freezing at day 3 it masked a male factor issue)