If you're comparing a shot with HDR to one without, the top one by far looks more vibrant in color. It's probably not the best scene to show it, but there are clear differences, and I only have a 1080p IPS display with CCFT lighting. The difference should show even more on a 4K HDR capable VA panel display, which have the high contrast to show it better.
You say you have a capable display on proper settings with appropriate cables, but something must be wrong on your end if you don't see the differences there. Maybe try another game like Mass Effect Andromeda if you have it. The in game HDR was broken at the time I tried it on a Sony X900E, and the W10 HDR still had a bug where the desktop washed out when it was enabled, not to mention the game crashing when you hit Esc once HDR was enabled, but even inside the ship it looked fantastic and was very noticeable.
What exact brand/model of display do you have? I'll take a look at the manual to compare notes on what settings you're using. With some displays the required settings for proper HDR aren't so clear. On my Sony X900E, believe it or not no one I talked to at Crutchfield even knew what settings were needed, and when I proved it to one of them after getting it via a YouTube review that SHOWED what I was referring to in the menu, he had nothing to say. So double check everything, and don't listen to so called "expert salesmen".