The 2 pounder always did have an HE round, it was just not issued as a regular item til later on in the war.
Early doctrine was that the gun was for fighting tanks, and the MG to deal with infantry, so no HE issued.
Later on, it was issued as a limited item (the HE content of a 40mm high velocity shell was not much use really). The Australians made thier own version with a base fuse.
So it is made available for some later war users of the 2 pounder (not the littlejohn squeezebore choke adaptor of course!
Cheers
Andy