My last Dr. Refused to give me P4 supps. Really, what is it to him whether he gives them to me or not? I suspect I have a luteal phase defect (sometimes as short as 10 days) and P4 supps would help with that. They only tested my P4 once during the CCCT and it was "good" so that was enough to tell them I didn't "need" the P4 supps. But just because my P4 was good on the day they tested, doesn't mean it didn't take a nose dive after that, or that the next cycle and the one after that it was just as high. Like Mrs. A said, why go through all the effort just to let the chips fall where they may? Why not give some extra reassurance (or insurance) to cover all your bases and not leave it to chance?
That said, 39 is great and hopefully it won't matter anyway! But if, IF this cycle isn't the one, I would push your RE for the P4 supps for your next cycle. Good luck!