On my Sony 940d once it goes into HDR mode, you cannot change it. So when the HDR signal is sent to the set, it automatically engages HDR. What I have been able to do however, is "BEFORE" sending the HDR signal, I can manually engage HDR and certain settings I can turn off such as detail enhancer and some others that it is turned on when HDR is enabled. Some of those things it has turned on impacts input lag.
Once I turned those off and then let the system send the HDR signal, it, like normal engaged into HDR mode and the things I turned off stayed off. There were some that I could not change regardless.
For gaming, I would assume the same thing will happen, when the game is about too boot it sends the HDR signal to activate HDR mode.
I know Albert and perhaps others from MS are reading this...I really wish you guys would of had at least a HDR game ready for the launch of the system or at minimum an older game that was modified for HDR just for new owners to try out HDR gaming. I know FH3 is out in September, but it would of been nice to have at least one game to "check out HDR gaming" with.