If you pop over to Hystersisters (the US forum) you will see many reports of why 'shots' are not ideal. Shots are being used less and less even in the US - and often just as an interim measure. It really isn't a sustainable or practical method of HRT, and shots can wear off fairly quickly. Also, they require visits to a clinic and I doubt the NHS has the resources to provide regular appointments or 'trouble shooting' in between shots if they wear off prematurely for menopausal patients.
Transgender HRT is a whole different ball game, overseen by a specialist clinic and headed by an endocrinologist who specialises in gender reassignment. Add into the mix that these patients also receive testosterone blocking drugs, and you will see that their treatment needs are somewhat different. It's not a like for like comparison with menopausal women's hormone needs!