I'm not sure what you are confused about. Can you explain?
Is it you think the dr was wrong to blame the lack of Utrogestan for the cyst?
I could help a little more if you could answer the questions I asked :) like how long you have been post meno.
Cysts are caused by ovulation or left-over from ovulation. I don't think there is any evidence they are caused by HRT or lack of progesterone.
The usual thing that happens with missing a tablet (or any type of progesterone) is spotting.
There are also women who, under specialists, use less Utrogestan than is normally used, for various reasons. (I am one of those.)
I have never heard of ovarian cysts being caused by lack of Utrogestan.
I think you should forget about what the gynae said as it sounds as if he was trying to make you feel guilty, and may not even be right.
If it's a choice between the Mirena and Utrogestan, maybe see another dr and get a 2nd opinion?