Why should I use manual exposure mode? Isn it much better to use automatic exposure, so that every image is optimally exposed?
The nice thing about HDR is that you don’t need to worry anymore about proper exposure! By taking bracketed exposures, everything will be exposed properly in at least one of the images (provided the bracketing range is sufficiently wide). During HDR merging, the best part of every image is used in the final merged result. Over and underexposed pixels are discarded automatically.