Is HDR on OLED models working properly?

I recently got the 1TB OLED SD and I've been loving the pure blacks. But I've been reading high praise about HDR so I wanted to try with a few games that support it.

I haven't noticed any difference when turning HDR on and off. Is there any calibration steps I'm missing?

For example, in Uncharted, the only thing that changes is that the image becomes less saturated, but I can't see more detail on the dark areas and the highlights are still very bright.

Is Uncharted's HDR support bad, is the SD's HDR support bad or should I just curb my expectations of HDR as a whole?