This is true. Here is a crappily composed, quick, still-too-bright HDR shot I took to send to my family as I was unpacking into a vacation home we just rented (case of wine on the stairs - yum!). It looks like a regular photograph, but you can see both the interior and out the windows. I still blew out the highs, but I never really intended anyone to see it... it gets the point across, I guess.
I deleted a few similar views from the same location because you either saw the interior and completely white windows, or you saw out the windows and the interior was way too dark. This is an ideal situation for an HDR.