Originally, Microsoft marketing materials made it seem like a prompt will show up on screen when auto HDR kicked in. Perhaps this was deemed too intrusive, because the situation right now is that no prompts or notifications appear on your display. Instead, you can press the home/Xbox button on your controller to bring up the info frame. Once you do that, auto HDR-supported titles will have the appropriate tag appear next to a sun or brightness icon that says "AUTO HDR". That’s how you know the game you’re playing has auto HDR support.
This feature sounds simple but it really isn’t, as the tech team needs to balance their overall algorithm with the graphic peculiarities of each game title. And because of that, some games won’t get auto HDR support. But still, we applaud Microsoft for trying to better accommodate owners of HDR-capable displays of all types, whether TVs or monitors. And that includes 1440p monitors, which are natively supported on Xbox consoles.