Thanks a lot for all the feedback. How can I make it not that flat? Any tips for that? Because I am new to HDR, maybe I am using the wrong approach?
.
It's a post-processing issue. The essence of HDR is push values to the middle of the luminosity scale in order to uncover the shadows and highlights. You can see it in a typical HDR histogram -- it's humped in the middle. The treatment is to darken the shadows, brighten the highlights, and increase mid-tone contrast. In Photoshop, that's done by applying an S-curve.
At the risk of being presumptuous, here's the kind of thing you can do quickly:
I'm sure this can be improved upon with a little effort.