I've been on and off hormones half my life, I've shrunk 1/2 inch over 68 years. Doctor's measurement. But, even Doctor's offices can measure you wrong, a little slouch, slight lean, etc. and you are shorter or taller.
I have never seen proof that a person shrinks due to HRT. I have seen people grow taller when they come from an area where they eat poorly and then start a good diet and grow (my ex brother-in-law).
My sister lost 5 inches (if I remember correctly) but that was from Osteoporosis, not hrt.