There appears to be an issue with HDR in the EDZ and on Nessus. Blacks are not black, but instead have an almost ethereal glow. It's hard to describe but it looks as though the contrast has been cranked up way too high, or the effect that you see when an image's colours are inverted - everything in dark areas looks ghostly and in bright areas the colours are washed out.
This problem is not present on Europa, Cosmodrome, The Moon, Tangled Shore, Dreaming City, The Tower or while in Orbit - these destinations all appear to have working HDR.
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if it makes you feel better, I see the same issue on windows. It's not your series X. Bungie actually had the same issue with Nessus in the past, and they patched it with v2.1.0. See these links: https://youtu.be/sAMKhgbN9lM?t=405 https://www.bungie.net/en/Explore/Detail/News/47462 We might just have to wait.