This is what happens when one "overcooks" the process. And it's not the worst result I've ever seen by a long shot. I do a lot of HDR when the dynamic range is just too great. But I try to make it so that it doesn't actually appear to be HDR. It can improve your pictures if you use a light touch. If not, it tends to look like a screenshot from a cheap video game. If you shoot raw, you can get three images of different exposure levels and use them as a conventional HDR. Or, if your sensor is good, you can tonemap a single image to get a pretty good result.