"No compatible DNG file" when exporting an HDR DNG from LR

I’m using Windows 10, Lightroom 9 with the latest Theta plugin for stitching.
I must say that the workflow with this plugin is less than ideal.

Anyway, I merged several brackets in photoshop to create an HDR from them. I open Lightroom and choose export with the plugin. Then I select the edited DNG file but get the error message “No compatible DNG file”.

What can I do to stich an HDR DNG?

First of all: Do the HDR right: Don’t select automatic alignment as this alters the image size.