This is for all HDR I import from LR5. Im on OSX Mavericks - I honestly don't know if this was happening before I upgraded as I rarely use the HDR function.
Im running OSX Mavericks as mentioned but I am not sure if this problem was present before I upgraded my OS as the HDR feature is not something I use often.
I shoot with 2 Nikon D4's (issue is present on both) and a Nikon D3 (issue is also present on the D3).
I haven't tried restoring the preferences but I will try and let you know how it goes.
Also, I have been refreshing this page for ages and only now has your post from 4 days ago appeared!
Ive just tried to merge 3 images that were already exported (i.e. File>Automate>Merge to HDR in PS only) and literally nothing happened. The files did not open.