I have been doing a bit of research on this as I know so many people report having extreme difficulty coming off HRT.
My own experience has been that I have extreme problems now when I stop anything, in so much as my symptoms are much worse than they were before when I took nothing at all. I suspected that this was the same as the 'rebound effect' that appears after stopping many prescription drugs - it makes perfect sense. It also makes perfect sense that over time, things can and do settle down but for many it's too tough to 'sit it out' - most probably because women are not prepared that things will be worse before they get better.
I found this excerpt that explains this in a bit more depth in an endocrinology journal:
https://academic.oup.com/edrv/article-lookup/doi/10.1210/er.2001-0014Ongoing and recent research supports this view - there are plenty of scholarly articles available on this subject online.
It's interesting that antidepressants and stress reduction are cited as being good supportive 'tools' in reducing the effects of withdrawal, so I think it's important to not dismiss the use of antidepressants if they can be useful - some women choose to or need to stop their HRT for various reasons. And we all know that stress reduction is key at this time of life anyway, but not always easy!
I hope you find this interesting!