Say you're peri-menopausal, and you're having the hot flushes, mood swings, sagging dry skin, etc etc. So you start taking HRT and all that miserable stuff stops. Presumably all those symptoms will happen again in any case when you stop taking HRT.
But if you start the symptoms in, say, your early 40s, then you could probably expect to have them for as long as 10 years until your periods finally stop, after which the symptoms will fade or stop completely. So if you take HRT for 10 years or so, until you stop having periods, and then cold-turkey on the HRT, will you get the symptoms over and done with much faster?