As per that tutorial it notes that you will not get good HDR images from one RAW image where you walk the exposure up and down and then combine. I have no idea why.
comes down to the camera / RAW data, a single shot HDR is only ever going to give you a range that reflects the range of the sensor and even then part of the image that's been clipped is going to be guess work for the software, if you've got a scene with a low dynamic range then it can improve the shadow and highlights but not to the same level with proper bracketed shots, simply comes down to the information available.
Regarding the tutorial, I've not read it through fully, but looks to be more of a guide of when to use it and when not opposed from this is how we created this image.
