Shaving one's whole body can be tedious, depending on how much you have to get rid of. I have a bit too much area to cover, myself, so I've just accustomed myself to it, though, one special day, I very well may shave everything to know what it's like to be hairless.
I find the shaved feeling to be uncomfortable, mostly, because of how sensitive the skin gets. The exception, of course, would be my face... so perhaps if I do try to get hairless sometime, I'll go the waxing route, to avoid all the irritation and some of the sensitivity.
It's winter, and this hair helps to keep me warm, so maybe I'll put it off for the spring or summer.
Oh, and HRT doesn't always (rarely if ever, according to my doctor) reduce body hair significantly. It does stop it from getting worse, though, and I'm thankful for that much.