Let us take the story one step forward. Not a great picture, but it was an experiment to explore the usefulness, of hand held HDR. Yes, it works if you are careful with framing. I did not have my tilt shift, so I have added perspective correction into the mix. We see a buildings vertical walls as being vertical, as our brain carries out its own corrections. The dynamic range was well beyond any single shot with a digital camera. Shooting for highlights would probably mean noisy shadows. Here are three steps. The three frames are combined. Secondly verticals are corrected, and thirdly with masking and colour corrections, I brought the shot closer to what I experienced.
With my Z7, I set the bracketing menu, and self timer to 10 seconds, which fires of the three bracketed shots in sequence, automatically.
Our brain compensates for keystoning and very high dynamic range. The finished image is more "photographic" than the component parts, due to the fact it is closer to what our eyes record.



The final shot of the Austrian fortifications on the Reschenpass, between Austria and Alto Adige, in Italy

I believe these programs work by using the properly exposed frame and add the underexposed frame to increase DR in the highlights, and the overexposed frame to add detail into the shadows. I get a feeling we are not getting three frames simply mingled into one. Maybe sombody knows how these HDR programs work.