why is pregnant urine wall sensitive to progesterone

Progesterone is sometimes called the "hormone of pregnancy", and it has many roles relating to the development of the fetus:

Progesterone converts the endometrium to its secretory stage to prepare the uterus for implantation. At the same time progesterone affects the vaginal epithelium and cervical mucus, making it thick and impenetrable to sperm. If pregnancy does not occur, progesterone levels will decrease, leading, in the human, to menstruation. Normal menstrual bleeding is progesterone-withdrawal bleeding. If ovulation does not occur and the corpus luteum does not develop, levels of progesterone may be low, leading to anovulatory dysfunctional uterine bleeding.
During implantation and gestation, progesterone appears to decrease the maternal immune response to allow for the acceptance of the pregnancy.
Progesterone decreases contractility of the uterine smooth muscle.
In addition progesterone inhibits lactation during pregnancy. The fall in progesterone levels following delivery is one of the triggers for milk production.
A drop in progesterone levels is possibly one step that facilitates the onset of labor.