Thank you for commenting.
Your explanation makes sense. I was hoping to take advantage of some of the camera settings, which there are many in the Fujifilm camera line, to get my jpeg images to look close to what my post processed RAW images look like.
You can certainly make the effort to learn the DR function in your X-T2. It will be successful for less extreme cases. The problem is learning to make that assessment and so the effort at the camera always being sure to also capture a raw file -- the camera can only do so much. Here's an extreme example which shares a trait with your example posted above.
It's just a snapshot in the park -- first image the SOOC JPEG (resized) and then my processed image. No camera functions could achieve my processed image and that includes DR and automated HDR functions. The trait this image shares with your photo above is two different white balances. The sky in your photo and mine is daylight WB while the foreground is open shade WB -- simple thing for Capture One to handle but impossible for any camera that I know.