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Its about how you set it up. Photomatix for example allows you just to blend photos, to increase dynamic range, without any further PP. I think HDR Efex should be able to do same (didnt test yet).
Mostly those "over-PP" have boosted tonal contrast of midtones a lot, which causes that surreal look.
Ofc theres way to do it differently, which is simply align layers on each other in PS, then via mask blend them. Bit more difficult, but possible, just very time consuming.