They are found nowhere in nature. Therefore they are synthetic. There is a difference. The fact is that all progestins differ from each other and none are the equivalent of real progesterone in its manifold benefits and freedom from undesirable side effects. Progesterone is the major precursor of other steroid hormones.
Synthetic progestins occupy progesterone receptors and thereby block progesterone function.
Being foreign to human metabolism, they are less readily metabolized and excreted. Some progestins may also bind to testosterone or estrogen receptors, unlike real progesterone. Progesterone receptors exist in almost all tissues of the body including the brain, connective tissue, the immune system, mucosal cells, hair follicle cells, all the sex glands, Schwann cells, etc. When progesterone bonds with its receptor in target tissues it enters the cell nucleus to activate specific genes for specific cell functions. Progesterone is a specific molecule.