I play on xbox one x and I was having an issue with my brightness as well while in hdr. No matter what I did the darker areas suffered from crushing. I ended up taking off hdr to play for the rest of the night. But then I noticed the next day and restarting the game while in sdr my brightness was down to 2 in the game. I thought hmmm maybe the game saved my sdr brightness setting instead of using the hdr brightness as the main adjustment.... I was right! The picture is much better now. It's a pretty easy fix. Stop try it and see if it works. Close out the game completely and go into the settings menu then display & sound select video output. Next go into video modes under the advanced menu you're going to want allow HDR to be un checked. Go into the game and load in as normal I went to the tower then I went into my settings in game. Adjust your SDR brightness which ever way you need. I went to a Latin to make sure it saved. Then quit the game completely(xbox guide game options then quit) go back into the settings menu for your display as stated above and allow HDR. Go back into the game and adjust your hdr brightness to what you need. I did this about 3 times till I found the right SDR brightness setting I liked. Maybe in a later update they can include that Brightness setting along side the hdr setting to fine tune everything. Hope this helps

Is this Console or PC version of Destiny?