I recently watched a Berman and Berman episode that said this is safe, as long as you have at least three to four periods a year. On the show, the OB/GYN that explained it said that she gets an extreme, dehabilitating migraine when her periods first start, so if she is having a big conference or something when they are supposed to start, she will skip her "period pills". I personally wouldn't mess with how God made us work, except under exteme circumstances, but that's just me - they did say it was mostly safe.
As far as your question, my 18 year old daughter went months without a period (no birth control pills). After numerous doctor visits, they finally determined that her hormone levels were off the chart. The OB/GYN had never seen anyone's so abnormal. They put her on a 10 day pill, then on birth control to try to regulate her. She has had a period, but hasn't been retested yet. So no periods can definately mess with your hormone levels, and I would go in to see an OB/GYN or at least your family doctor.