Well your body is in a system, when you come onto your period you have these symptoms which you are very much aware of. Its like, being pregnant - you dont bleed, but you will still be moody etc.
Whether you bleed or not, your body still runs its own things, like they dont rely on you to be bleeding for you to get your monthly period symptoms, if that makes sense?
Well anyway, I wouldnt be worried, its just so used to coming onto your period that it will take a while for your body to change.
Is the implant good? Does it hurt?