The endometrium is essential for the embryo to implant and for pregnancy to take place. Oestrogen and progesterone are responsible for making the endometrium receptive to the embryo. If the endometrium is not able to thicken and acquire the ideal characteristics for implantation, i.e. to become receptive, the embryo will not be able to attach to it.
This is what happens in women with PCOS, as oestrogen synthesis is altered, as is progesterone synthesis. This is why women with PCOS are more at risk of implantation failure.