If you have a miscarriage when pregnant and the miscarriage is left untreated then what will happen is your embryonic tissue will pass and you'll just simply miscarry naturally.
If you get treatment for the miscarriage then the medication and sometimes surgery will help you pass or get rid of the embryonic tissue sooner.
Not all miscarriages require medication or medical treatment but having treatment or taking medications can help you pass it sooner and help your body recover faster.
My sister had a miscarriage about 10 years ago now and nothing bad happened when she didn't get treatment and eventually she passed the embryonic tissue.
So you don't always need medical treatment or medications for the miscarriage but it does help.
Also just because you miscarry one time does not mean you will miscarry a second time.