Well, I think the in camera HDR is not meant to make you say WOW...
I am not a master of HDR, I like it if properly applied but I know how many pitfalls are there for a good imagery.
Dan Jurak, who is posting sometimes here, does 97% of his work in HDR (
http://www.danjurak.com/) This is where the in-camera cannot compete

(Dan, do you allow me to do some advertizing for your gallery, I learnt a lot there just from looking.)
I haven't seen an in-camera HDR which can deliver similar results yet.
I think that the HDR-jpeg will be deleted first

and the RAW will stay to be worked on a computer.
I agree with previous posters on another thread that HDR in camera is useful to see what is possible and try to improve it in PP.
It could be useful especially for HDR starters (like me

) who don't know how many shots in what AEB distance to use for a difficult scene. The JPEG can provide some immediate feedback. Unfortunately, the in-camera HDR is limited to only 3 shots whereas the manual AEB goes up to 7 (-3 to +3EV), so even there is no real sense behind it except for the curious...