HDR helps a bit, but in some cases it makes it worse, because the HDR grade has been done by a colourist on a $15k mastering monitor in a pitch dark room, and assumes that anyone watching at home is doing likewise. The dynamic range crush of the SDR version actually results in a brighter (technically worse, but brighter) picture overall, and is sometimes slightly easier to see than the HDR on a cheaper HDR set with limited contrast or in non-ideal viewing environments (like the average living room with lights on or a window).
To be blunt, they are bad grading jobs when delivering a product to a general audience and there's not much getting around that. At least for HOTD it could be reasonably argued it's most egregious episode was simply one where there were significant filming issues at the time due to weather and they had to make the most of it in post (not very successfully, but starting from a bad base), but if we look at the Winterfell scenes from GOT for example that was just someone completely forgetting about average users.
To be blunt, they are bad grading jobs when delivering a product to a general audience and there's not much getting around that. At least for HOTD it could be reasonably argued it's most egregious episode was simply one where there were significant filming issues at the time due to weather and they had to make the most of it in post (not very successfully, but starting from a bad base), but if we look at the Winterfell scenes from GOT for example that was just someone completely forgetting about average users.