What you don't see in the screenshots from tutorial, is that most certainly global exposure is adjusted to compensate incredibly bright light that's coming from the sun and sky. That is normal and expected. There's no single exposure value that would work in all scenarios. The default exposure is just a starting point and you should be prepared to constantly adjust it depending on your scene enviroment and lighting conditions. Keep in mind that Corona sun and sky have physically accurate intensity at default values, but most HDRIs have arbitrary intensity and may need to have adjusted their output. Corona global exposure is also an arbitrary number, so don't be affraid to change it to fit your lighting conditions.
P.S. if you want to understand how exposure works, try to lock exposure on your phone's camera, or on your DSLR and take some pictures in various lighting conditions, like indoors and outdoors, on clear day at noon and on rainy evening and see how some pictures may come perfectly exposed, while others be totally blown out, or almost completely black. Same is true in Corona, except that we don't have auto exposure here and we always have to adjust exposure manually.