"Maybe I don't have to rely on HDRI every time?"

LOL! That's exactly my own opinion!

I may very well be wrong, but as I understand it, HDRI ("High Definition Render Intensive") is there to help in situations where the surroundings are causing subtle effects on the lighting of a scene. Such as in confined spaces (rooms, etc) or possibly city street scenes, where the buildings could cause changes to the light. Maybe forest/jungle scenes, similarly. And, of course, for "Spheres Over Water", where the HDRI can provide reflections from objects that don't exist (at least I think that's what they can do)..

Your two images illustrate the point perfectly. I can see some additional detail near the horizon (clouds?) and some extra definition in the water in the HDRI version, but nothing spectacular, and nothing that (probably) couldn't be done with a few extra tweaks to the scene..:-))

Of course, I'm probably wrong, and HDRI is going the be the next thing that is absolutely essential for winning the Turner prize, or creating the "New Michealangelo""...

Sorry, being a little too sarcastic, but it really does echo my gut feelings...(I'm only a hobbyist, after all..)

Cheers,
Diolma