Your result is likely a mix of shooting and processing issues.

For interiors with bright windows, the camera meter often bases exposure on the bright window light, so your “0 EV” frame can still be too dark for the room. A better approach is to set your base exposure for the interior—by metering away from the windows or using spot metering on an interior area—then include additional frames to hold detail outside the windows.

Also, Photoshop’s HDR merge isn’t always the best-looking option for this kind of scene. Several photographers prefer dedicated HDR software, which often gives a better starting point with less muddy output.

A practical workflow is:

• expose for the interior as your baseline
• bracket enough frames to cover the windows too
• if needed, build the HDR mainly from the interior exposures
• blend the properly exposed window view back in separately with masks

One answer also noted possible veiling flare from the windows, which can lower contrast and make the image look washed out. That can’t always be fixed well in software.

So yes: your bracketing idea is generally fine, but for a better result, expose for the room first, capture a separate window-safe exposure, and consider dedicated HDR software or manual window blending.