I was fuming as I ran the tests on the xbox on my tv and it said it wasn't HDR compatible and I was pretty certain it was HDR when I bought it.
Turns out you have to put the HDMI cable in a certain input in the tv as not all of them support HDR.
Make sure that it's not the case that you can actually make them all HDR from the tv's setup menu. My LG for instance came with only one set for HDR but I changed them all in the menu.