if the card has now been used for the first time
for TfL it can probably be used again in a shop without the first time PIN.

Except I've never been asked for that "first-time" PIN. Have you?

I used my US issued AmEx card on the Underground last month. Worked
fine. It's just as well they didn't ask for a PIN, since AmEx is quite
clear that these cards have no PINs.

Indeed, they insist that they are unable to issue chip cards with
PINs, although I have a UK-issued AmEx card that tells me their left
and right hands could benefit from an introduction.