There are no significant risks to HRT at all unless you were already in serious trouble before taking anything. Like, if HRT is gonna harm you, probably, any medication past Tylenol would have done the same. There are doctors who assess you for HRT. If they say you'll probably be fine, you'll probably be fine. Honestly, HRT is nothing significantly different from your random medications for another random health problem.
Comparing it to alcoholism or smoking? That's literally a joke. That's like asking if atmospheric pollutants from a small town can kill you faster than street drugs in a syringue shared with shady thugs.
If HRT has any noticeable effect on your health, then it's either because you have the negative equivalent of winning the lottery, either because your doctor (unlikely to be honest - they're usually overly prudent) or you didn't follow the guidelines/safety rules properly.
As far as I know there might even be a slight life lengthening effect from HRT, because for various reasons, statistically, women outlive men slightly.