To be fair, HDR support for PC seems to be less of a given than it is for consoles.
Although Borderlands 3 was the big announcement at their PAX panel last week, Gearbox also announced an Ultra HD update for Borderlands: The Handsome Collection (which contains Borderlands 2 and Borderlands: The Pre-Sequel) as well as Borderlands: Game of the Year Edition, a remaster of the first game, also with Ultra HD support.
That said, these updates, while supporting 4K resolution on every platform they are hitting, will not actually support HDR across the board. Wccftech confirmed with 2K Games, the publisher of the series, that HDR will be supported on consoles (specifically, the PS4 Pro and Xbox One X), but not on PC. While this is disappointing, HDR support on PC is a bit of a crapshoot all around, so I don’t think this will be too surprising to most people, either.
Hopefully, however, implementing HDR support on the PC version is something Gearbox looks at with the upcoming Borderlands 3. That one is a bigger project, so it will be less acceptable there.
Borderlands: Game of the Year Edition launches April 3 for PC, PS4, and Xbox One.