I have never used an HDR display before so I’m not sure how it’s supposed to look.
I have been playing Spider-man both with and without HDR and unless I’m staring right into the sun there is literally no difference. I have always heard people talk about HDR as something incredible but I’m honestly disappointed.
I also played Tetris effect: connected and HDR seemed to just make all the menus darker, but the rest looked the same.
Have I done something wrong or is this how it is supposed to be?
No, it can’t. Most hardware is targeting DCI-P3 (though some goes beyond it) because that’s what films are targeting in the mastering process, but HDR10 and all other HDR protocols (HDR10+, Dolby Vision, etc) all use the BT.2020 spec on the software side of things.
In other words, the software is ahead of the hardware for now.