Personally, I wouldn't risk NOT taking HRT.
I'm a very unusual case because I don't have a choice and if I didn't take it, I would be plagued with migraine auras for the rest of my life - it is a sub type of migraine caused by oestrogen deficiency, they get worse post menopause and oestrogen replacement is the only thing that works.
Through the years I have seen far two many women who think they have "sailed" through the menopause but then go on to develop numerous conditions which are caused by oestrogen deprivation. It happened to my mother and my aunt. The problem is, women experience health issues post menopause and don't realise they are oestrogen related.
It's important to bear in mind that the menopause comes into two phases, the immediate symptoms of temperature control, anxiety, insomnia etc and then post menopause, bone density disappears very quickly, some women experience cognitive decline, bladder issues (there is increasing evidence oestrogen protects against dementia) and frankly, the ageing process speeds up. None of this is very palatable but there is no escaping it and all the vitamin pills/diet/exercise in the world are not going to ward off osteoporosis if you are susceptible.
I take the view that oestrogen/testosterone replacement is similar to taking thyroid medication which people readily take Apparently the two interact anyway.
For women who struggle to find the right type of HRT, this is usually because they are overdosing on progesterone, not getting enough oestrogen to cut through or they need to add additional medication like ADs into the mix.
It's always worth consulting a decent, private, menopause specialist if you can afford it.