By SDR vs HDR I will assume you compare 709 Gamma 2.2 100nit HD, vs 2020 ST.2084 10,000nit UHD.
In this case SDR can't be better than HDR for the simple reason that SDR can be contained inside HDR.
Think of HDR as an extension of SDR in brightness, color volume and resolution.
Anything you can paint on an SDR canvas you can paint 1:1 on the HDR canvas and much much MUCH more.
Going backwards by shrinking, compressing or cutting something much bigger into a smaller container and judging the results by that is a big mistake in your part.
No matter how to turn it, you can't justify HDR->SDR conversion as being better than HDR->HDR.
I don't know the reason why people turn off HDR on their HDR TVs but it definitely not because of "picture quality"