Brian, I see nothing wrong with shooting a JPEG - most of my images are camera JPEGs, just tweaked to my taste using PC software. I've also made use of in-camera HDR when necessary, and found it to be quite effective.
I'm wondering, however, why in-camera HDR was used for this shot. Unless I'm misunderstanding something, I thought HDR techniques are for scenes with a dynamic range that falls beyond the capabilities of the camera:-
So that if we expose the scene to see highlight details in the image, then the shadow areas become featureless black; but if instead we expose to reveal shadow detail, the highlights become blown out to pure white.
HDR should bring both ends back into view, either on-screen or in a print, and one might then expect the resulting image to have a histogram spread over the range from minimum to maximum.
However, the histogram of this image is pushing against the bottom of the range, and there is not much above 60% (hence black areas and dark overall). So it would seem to me that HDR wasn't needed for this scene.
A normal single shot, exposed to reveal the shadow details, would probably have worked. If that made the JPEG from the camera brighter overall than the real scene appeared to be, you could have reduced the mid-tones and/or highlights, with a bit of simple PP on the computer.
I apologise if the above is incorrect, and I expect that the boffins here will help us by putting it right!
Cheers.
Philip