This is probably a silly question, but did you make sure you applied the HDR Game firmware update via USB drive for your computer in a Folder and inserted it in your TV? I think that is the only way to my knowledge to apply the HDR Game update. If I remember correctly, I got an over the air update the nI first got my B6, but I do not think it was for the HDR Game update. If it is not showing up, try this.
Make sure you turn on Deep Color on all of your HDMI slots in the settings on your LG B6. If the game supports HDR, the TV should automatically detect an HDR signal and you should see the HDR icon come up in the top right corner the when the game is launched. The TV might not be detecting a true HDR signal because the game or movie you are playing do not support it, but the PS4 Pro should still allow you to turn on HDR in dashboard at anytime even if you do not see the change on screen. When I play something like Final Fantasy 15, Deus Ex, Horizon or RE7 which support HDR, the HDR icon pops up in the corner with 4 HDR options if you have the latest firmware update. When I play something like Nier or Street Fighter 5 that doesn't support HDR, the HDR icon does not come up and the only options I have are the default picture setting like Standard, Vivid, HDR Effect with Medium, Low and High, etc. When you get a true HDR signal, you should only see 4 modes for HDR including HDR Game.
Could also be the PS4 Pro if it is not even allowing you to turn on HDR.
$1500 is a good deal. That is around the price I paid for mine. They are still $2300 for a 55" in Best Buy. If these options fail, I would contact LG.