Pregnancy masks... As far as I know (which isn't all that much I concur) they are pretty unlikely to appear if HRT is managed like it should, normally.
As for why HRT makes you paler, it's just that men's bodies tend to tan more than women's, simply. On oestrogen, your body produces its melanin more like women, which is, in lesser amounts, in a different colour and it also reacts less to sun exposure. In short, you burn more; you tan less. But you don't stop tanning altogether, eh. Just less, and with a different colour.
If you need evolutionary reasons, prehistorical women tended to stay at home to care for the children or in the woods (with less light) to pick wild fruit and such. So they didn't need as much protection as men who tended to go out in the open to hunt. I'd say that men have a "mutation" to resist the sun, whilst women are more "normal" in that regard.
There's also the fact that in general, the natural tendency of Caucasian men is to prefer women's skin paler (if you want to know further, look up "neonesy"), therefore women whose skin is paler were more likely to reproduce.
Finally, I don't mean to bash on you or anything, but I highly advise against tanning. A light tan (and never without SPF 15+) is not the end of the world, but what you are doing isn't just unadvisable, it's plain unhealthy. If you keep doing this, I'll call it a miracle if you don't have a skin cancer in a few years. You might even have one sprouting as we speak. Moreover, I know our beauty standards differ on many points, but it's my belief that very tanned people (putting aside naturally darker skin) are not considered very attractive.
Do you know where it comes from when a skin tans? The UV rays from sunlight damage and destroys your cells' DNA randomly, creating either dead cells or cancerous cells (which may or may not develop into a true cancer, depending on your body's efficiency and the number of cancerous cells to manage). Then the body learns from this and tells itself (not literally, but I'm vulgarising) "We're constantly under attack. We'll get cancer if this goes on!" and consequently puts melanin to absorb light before it can reach too deep and minimise damage. But it can't do miracles.
In other words, tan = you damaged your skin. Not just tanning too much. The slightest amount of tan is skin damage. And you do this again, and again, and again. Not only that, when your body is all dark brown from being under such attacks but shouldn't be suffering too much more damage since it has so much melanin, you manage to hit it harder by putting oil to amplify harmful radiations and negate its defenses. I saw a TV report on a woman with an obsessive-compulsive disorder who couldn't keep herself from using tweezers to tear out skin from her face, a compulsion retained from wrongly taking care of her teenage acne. She has permanent scars everywhere from hitting her skin again and again with such violence. You're doing just the same with your tanning.
There's a reason why Québec's government has just outlawed the use of tanning cabins in minors. Tan is bad, entirely and fully. And you know what? It's been proven that excessive exposure to sunlight during one's youth is associated to very high risks of developing cancer.