Why do we use 'an MTR' not 'a MTR' ??

The reason is this: to pronounce MTR, you have to say (em tee r), the first syllable starts with an E. The common rules they teach in HK schools are sometimes not exactly right.
To find out when to use (an), you should think of the SOUND, not the LETTERS A,E,I,O,U.

For example, these are also confusing vowel sounds:
An hour (Pronounced - ouer)
A university (Pronounced - yoo nuh vur si tee)

This is because we pronounce M as EM.
Using A or AN depends on the phonics, not only see the first letter is a,e,i,o,u or not.
Other examples:
an H, an F, an X...