Reproduction steps:
1. Open the attached project.
2. Open the "asdf" scene.
3. Play the scene.
4. Open Frame Debugger (Window > Frame Debugger).
5. Expand and select Camera.Render > Render.OpaqueGeometry > RenderDeferred.Lighting
6. Notice, that UNITY_HDR_ON keyword is missing.
7. Select the "Main Camera" game object in the Hierarchy.
8. Replace the Target Texture to "RT_ARGBHalf" or "RT_RGB111110Float".
9. repeat steps 4 and 5.
10. UNITY_HDR_ON keyword is now there.

Regression introduced in:
5.6

Reproduced in:
5.6.0a1, 5.6.0f3, 2017.1.0b1

Not reproducible in:
5.5.3f1