HDRIs are not absolute, so all bets are off. Are you using a sunlit hdri, overcast, night city scene, or milky way?
In this case, I’d start with sun&sky (or just sky) to set my initial exposure. Replace it with HDRI. Then adjust the HDRI strength until it approximately matches what you’d expect for the HDRI scene at that exposure. And then there is the problem of the sun very often being clipped in brightness.
This isn’t science, so impossible to get it “correct”. There is eyeballing it involved since HDRIs doesn’t contain absolute values. The final render may be off a little in exposure, but light sources should end up in their respective area automatically.
There is nothing “wrong” by using neutral exposure, except your indoor lighting may need to be tweaked every time they are used, in order to stay in adequate relation to the HDRI used.
Personally, I don’t see the advantage to using HDRI for indoors anyway over sun&sky (I prefer just sky if I can choose to avoid the sun). High contrast HDRI takes long time to automap and long time to render. Sky texture resolves much faster, and although not very intuitive, you can still manipulate colors around if you want (or mix stuff).
I wish we had a physical sky, with camera visible sun disk, corona, position and time controls, north setting, and the whole lot.