Hmmm, Sea of Thieves was the first game I played on my new 4K set where I just thought 'wow'. I think it looks amazing in HDR. All the little lanterns/lights, the reflections from the sun and sunsets twinkling off of the ocean. The colours look gorgeous in it I think. I didn't have any brightness issues on my set.
I can second Sea of Thieves looking amazing in hdr. One of my first hdr experiences and to date one of the best i've had.