True HDR modes require 2 or more exposures which are then merged. That makes them unsuited for scenes with (quick) movement in them, as objects in the scene will have moved between the 2 exposures, which often leads to double images or ghost images.
DRO and similar dynamic range optimizers work from a single exposure, so they can be used for all kinds of scenes, including those with quick movement. Using it shouldn't slow the camera down.
Some people prefer to only turn it on when they feel it's absolutely necessary, and people who shoot raw often don't bother with it at all since it doesn't really affect the raw files in any way you can't do for yourself.
Personally, I have my Fuji on "auto", where the camera decides whether or not to apply DRO based on the contrast in the scene. Most of the time, it chooses a DRO mode and intensity I agree with (sometimes I'd like it to be more agressive). I shoot raw + jpeg, so if DRO isn't enough to save the shot, I still have the raw file to work on - but I hardly ever need it.