Not sure if anyone else has had this issue but my SX no longer plays TSW2 with Auto HDR. This was always enabled whilst the game was loading and no longer appears to do so. I've checked with other games and this feature still works on them.
Auto HDR, like other system-level features such as FPS Boost, only works on backcompat games. It utilises the fact that the Series X when running a game in XBox One emulation, has a bunch of untapped additional system resources which the emulator can make use of to deliver additional features which were not possible on the original hardware the game was designed for. On the dedicated ninth gen console version, this is impossible, as the game makes use of the entire available hardware featureset in order to deliver the game on PC High settings at 4k60.