HDR images are not something that I have used extensively and I think their evolution is only just beginning.
Often the results of HDR are very unnatural looking and you either like this or you don't.
The unnatural results come from a combination of reasons, but mainly when people colour mix temperatures and hues that are normally not ssen beside each other.
Our brains are very perceptive at seeing differences and colours are normally referenced to a normal background.
The images below have mixed an underexposed and a overexposed to produce a high dynamic range image.