Should you use HDR?
Is HDR “better”? Not really. It’s just different. I leave HDR on the “Auto” setting on my phone because I find it useful when just happy snapping. But that’s because I’ve experimented and found that the HDR mode in most circumstances offers just a mild boost in the darker areas, and doesn’t do too much visible damage to most pictures. With a different camera I’d take a few comparison photos to see whether the results are pleasing before deciding.
But for more deliberate photo taking, you may want it on, or you may want it off, depending on the what you want the picture for. I note that the Samsung phone’s “Pro” photo mode doesn’t even have a HDR option.
If you’re documenting something, then having it on will likely provide a photo with more useful information in it. But you may want an artistic effect with striking contrasts between foreground objects and the background; silhouettes, even. Deeper moods may be softened, against your intentions, with HDR.
And sometimes, HDR like any automatic process can be tricked by circumstances into wrecking a shot, washing out great swathes of the picture into a low contrast mess in order to accommodate small areas of extreme brightness and deep black.
Be thoughtful in its use.