I came across this study which suggests some women (those who have PMDD, premenstrual dysphoric disorder) suffer from this disorder in large part because of the metabolites produced from progesterone, most notably, allopregnanolone which is supposed to be anxiolytic and anti-depressive, the reason you get "high" or dizzy or so tired and sedated when taking progesterone!
The study's conclusion is based on the finding that when dutasteride is taken by these women, in high enough doses, to prevent progesterone from eventually converting to allopregnanolone, symptoms such as irritability, anxiety, sadness, food cravings and bloating diminish. I personally find this interesting as this suggests some women may not react positively to progesterone for this very reason so adding finasteride/dutasteride (with doctor's consent) might help.
I've come across reports from transwomen stating that above a certain dose, finasteride (and probably dutasteride, as it is even more effective at reducing alpha reductase, responsible for eventually producing allopregnanolone), sleepiness/sedation from progesterone was NOT observed.
This may explain why some of us like progesterone while others don't. Finasteride/dutasteride may help if you still think progesterone is beneficial to you in some other ways (counters dry skin/hair, brittle nails, helps with better fat distribution and breast growth, etc.) but you experience the symptoms described above. You may even be already taking it! LOL.

Another approach would be to avoid taking progesterone orally as this route produces the highest amount of allopregnanolone. Again, please consult your doctor before.
Neuropsychopharmacology. 2016 Mar;41(4):1093-102."the high-dose group experienced a statistically significant reduction in several core PMDD symptoms (ie,
irritability, sadness, anxiety, food cravings, and bloating) on dutasteride compared with placebo. Dutasteride had no effect on mood in controls. Stabilization of allopregnanolone levels from the follicular to the luteal phase of the menstrual cycle by blocking the conversion of progesterone to its 5α-reduced neurosteroid metabolite mitigates symptoms in PMDD. These data provide preliminary support for the pathophysiologic relevance of neurosteroids in this condition."