I have tested yes, but you need to have separate calibration for SDR and HDR.Do you think and HDR movie as a more dim image? Have you tested the xbox player vs a stand alone UHD?
It's movie per movie (or scene) related issue, not a global fact that HDR movies looked more dimmed.
Commercial Theatrical release mastering is different from HDR mastering which is different from SDR.
The issue with HDR is that it will look different if you have 10x calibrated displays, while in SDR these 10x displays will have tighter matching.
In HDR, the internal display tone/gamut mapping is affecting the final results, it will need some years to pass, so companies will left from their mistakes and improve their internal programming.