That's how HDR was originally. Everyone used it to the Xtreme++!! Everything looked post-apocolyptic instead of just rolling the highlights back to proper exposure and pulling details out of the shadows. It's perfectly fine to shoot HDR without going nuts, but very few people choose to do it that way.
Probably shouldn't call it shooting HDR (even though they do it) - you're doing the exact opposite, you're converting HDR into SDR and so it looks overly tone mapped as as a result.
A proper HDR photo should blind you when viewed on an HDR display, which are kinda expensive when they're desktop sized.