I understand feeling surprised by this, and maybe even blindsided a bit. I don't know about the ethics or legality regarding confidentiality and whether or not either T has violated anything. But I guess I have two reactions:

If your former T is retired, is this a formal supervision? Such relationships are usually a paid service, so if that's true, then your T isn't really retired. I could imagine that bringing up a feeling of anger in the sense of if she's not really retired, why couldn't you keep seeing her? I might feel a bit abandoned in that situation.

If she's not being paid, then I find the supervision to be more iffy ethically. And who requested the supervision? I assume it was your current T, as that would be more common. Did your former T refer you to the new T?

But from a purely emotional perspective, I think I might also feel cared for and held by my former T's continued involvement in my care. At the same time, if you were eager for the relationship to transition (worth thinking hard about what motivates that desire), then her action seems to be delaying that potential. And perhaps a bit of the anger is also a feeling that the supervision somehow undermines your confidence in your current T? There's no reason for it to necessarily, but it could feel that way.

Definitely lots to explore in therapy beyond the practical arrangement side of things.

ETA: It also sounds like you've already equalized the relationship between you and former T in your thinking about her, and you see the delay as a purely logistical concern. The supervision shifts the balance back to T/client. But the post therapy relationship isn't equal, and it's unlikely it ever will be, especially if you are continuing in therapy. The relationship can be many things that are valuable and satisfying, but viewing it as being an equal relationship is, I think, faulty. Realizing this may make the fact of her continuing knowledge about you less troublesome to you.