Moving objects are always hard with the HDR images; in this case the sky. The blurred effect detracts a little bit IMHO. If you're using the in camera HDR there's not much you can do. If you're rendering it yourself I would probably consider using the sky from one of the shots and the HDR processing only on the lower half of the image.
The other option would be to darken the sky.
Hope that's not too much CC. I do like the shot though!