Let’s start out by saying; you may not want your HDRs to look real, maybe that’s not your Artistic intent or vision. Or maybe you don’t even know what your artist intent or vision is and maybe you are just following what others do. And that’s OK, It all depends what you want out of something. But perhaps, if you want to take images beyond snapshots and work on Art you may want to delve into what your vision is.
But on the pretense that you want your images to look real and natural, what is it that makes so many HDR images not look real at all?
The quick answers is: lack of shadow.