Mine became like this. The bleeds that were induced by the hrt cycle were noticeably shorter, lighter and pmt/pain free compared to my own cycle. On average a bleed every 2 months. I'd be careful about going on a conti regime too soon as it won't stop your own cycle and then there's the liklihood of intrusive investigations for 'unexpected bleeding' when you have a period.
Just to say - This is EXACTLY what happened to me.
I was changed to continuous HRT despite me still having regular periods, and confirmed by scan.
I'm now on continuous HRT and my own periods still come along regularly, predictably blah blah blah but now it is seen as 'abnormal' as I shouldn't be 'bleeding'
In my case they changed me to continuous because of my age. 59 at the time.
I also could not synch the sequential HRT with my own cycle as my cycle was shortening to like 23ish days. That may have been why - but was not explained to me.