Why HLR is queried for first SMS.
If you check the traces then you will see following.
1. SRI for B party is done on HLR by HOME SMSC.
2. SRI Response will be given by HLR.
3. In response SMSC will receive the GT of B party MSC
4. Now, HOME SMSC will do MT of SMS on given MSC address.
If wrong please correct..