You can create your own HDR photos via procam by just manually doing it yourself via changing the exposures, then editiing the images together into one HDR photo on the PC. This is how you do "real" HDR photography with full cameras, and you'll get much better results usually (because you are doing it yourself and can account for different situations that make certain areas in HDR photos look worse). An HDR app does similar things but its all automated, or faked via fiters.
Would be nice to have an HDR app that works with procam though just for ease of use. But at least you could make your own HDR photographs with it manually, which is arguably the best way to do it anyways as most really good HDR photos (like the one above) are done manually.