I shoot HDR images using the same workflow you did (Bracketing > Photomatix Pro > Lightroom) and my images are all crisp, in fact, most of them are sharper than original photos due to overlaying of multiple images. Sot sure whats causing your images to become blurry, but you can try out a few things.

• When taking bracketed (-2,0,+2) shots, use a tripod. This ensures that the subjects in all the images are in the same position. If you don't have a tripod, use your car, a bench, a rock or anything steady to put your camera on.
• Use a smaller aperture (f/8+) to ensure everything in your image is within focus.
• Use Photomatix's image alignment option (if you shoot handheld), so that even if your images are slightly different from each other, the software can correct it. You'll get this option after selecting the images in Photomatix.
• Do not use noise reduction (or use as minimal as possible) if your images are already noise free/have very low noise.
• This particular image you posted looks over processed (dodged and burnt quite a bit). This often compromise sharpness. Play with different presets and settings in Photomatix to see if sharpness has been compromised. Preview at 100% before exporting the final TIFF image.
• Wind is a major problem when shooting bracketed shots. This forces your images to be different from each other and subjects like trees, leaves, curtains etc move a lot. In this case its better to take one single RAW image at 0 and produce -2,+2 using DPP or anything else. This solves the movement problem.