It's quite normal to have a sex drive on HRT and it won't always completely disappear like it does for some - I was on HRT for five years before SRS and I could still hang a towel on 'it' right up to the day before SRS. However I didn't have any anti androgens which may have explained it - if it bothers you, I would check to see if your T levels are still too high or not.
Also the brain can still 'activate' the sex drive with enough imagination - even with no testes, 'erections' or 'arousal blood flow' (whether penile or clitoral) are still possible.