The goals are to maximise light capture (the objects being imaged are dim and distant), whilst miniising any degredation from other factors. JWST doesn't ahve to deal with skyglow, daylight, or satellite interference. It may still be seeing other solar system bodies (depending on where it's aiming), but mostly would be subject to cosmic-ray interference, probably impacting on the light sensor itself.
Since those are essnetially instantaneous and randomly distributed with time, by "stacking" images and filtering out transient events (taking an average or median brightness AFAIU).
I'm not sure to what extend HDR is used in astronomical imaging.
There is a lot of post-processing and palette selection to apply colours to what are just intensity maps at a given frequency.
https://astrobackyard.com/tutorials/stack-exposures/
https://www.skyatnightmagazine.com/astrophotography/astropho...