There are many issues why CA is present in photos. Lets start with a list
1. Lens - cheap lenses will have more CA than quality glass, usually the number one issue..Need to look for lenses with aspherical lens inside!
2. The light to dark contrast
3. A
perture
and lighting
What happens in merging files in photomatix. Even when you select the box it still can come up. The process of tonemapping amplifies certain areas because the algorithm in the software is doing its best to keep all the info in. This is why can give off that fake looking vibe. Even our own eyes do not see all the details in every area of a picture. Now depending on the sliders your using can also amplify the CA. Its almost something one can not avoid with certain image conditions.
Solution is knowing how to fix it!!
One is learning how to manually blend images in photoshop so you do not have to tone map however this will take that "HDR" look away and replace it with a realistic photo looking image.
If you like the "ToneMapped" "HDR" look then you have to know how to remove it and usually it is very simple once you know how to.
I will explain the best I can. Hopefully you are familiar enough with photoshop.
1) get your selection tool and drag around the area with the CA. The CA can range from red,blue, magenta and green. These are the most common but the Magenta is the most.
2) go to image/adjustments and select hue and saturation. Now choose the color from the drop down menu like blue or megenta and move the saturation slider to the left then adjust the darkness to the left. You may have to use a few color if the CA has multiple colors in it.
You should be looking good by now.
In your photo I would almost bet it has a combo effect on your lens and the HDR processing more than anything.
here is the final result