No it's not necessary to go onto a conti regime - it's just that Alihughes mentioned she did not want to have a period again, so Dotty's comment was made in that context.
As you know several of us opt to remain on a cycle indefinitely. In terms of risk though - there is an established increased risk of endometrial cancer for women on continuous combined regimes - but the risk is very small and will depend on the progestogen dose and duration. From what I recall the risk of endometrial cancer on continuous combined HRT regimes is actually lower than if not on HRT at all - which would stand to reason really. Women not on HRT may well get thickening from their own oestrogen post-menopause - before the womb becomes less responsive or if ovarian activity continues more actively after menopause but not enough to stimulate ovulation - so the lining might build up unnoticed.
On the other hand there is an association between progestogen use and breast cancer although a casual link has not been established and also may be very specific to some of the synthetic progestogens.
So - it's weighing up the potential (small) risks of one cancer vs another, compared with symptoms and side effects, as well as other individual risk factors (being too fat, drinking too much alcohol, smoking, poor diet, insufficient exercise etc).
Hurdity x