So this is a common issue?
I always assumed the HDRIs I was using were incorrectly tone-mapped or something, and I ended up constantly fiddling with them because I didn’t really understand what was going wrong.
Now I just want to make sure none of my settings are causing the problem.
I really admire the Corona materials and overall rendering quality—it always feels like everything that comes from the Corona team is well-calibrated and physically accurate. So I decided to test this using an HDRI directly from Chaos Cosmos: **"HDR map 723"**.
Here's a screenshot of the HDRI I used:
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And these are the settings I used in the environment slot:

I don’t think the scene should be coming out like this. I can clearly see shadows being cast from the sun position in the HDRI, so the directionality looks correct. But with all settings at default, is it really supposed to look like this—so bright?
It would be wonderful if someone could say, "Hey, you're doing this part wrong. Change this setting, and it’ll fix the discrepancy between the lighting and the visible background." That’s exactly the kind of clarity I’m looking for.