How to reproduce:
1. Open the attached "case_1141637-ReflectionProbeHDR" project
2. Open the scene "TestScene" and select "Custom Reflection Probe" in the Hierarchy
3. In the Inspector, bake the Custom Reflection Probe by pressing Bake in the Reflection Probe component

Expected results: The cubes look identical
Actual results: The Custom Reflection Probe cubemap is considerably less intense

Not reproducible with: 2018.3.12f1 (with HDRP version preview - 4.10.0)
Reproducible with: 2019.1.0b10, 2019.2.0a10

Notes:
1. Could not test on earlier than 2019.1.0b8 and 2019.2.0a9 due to missing reference errors
2. If you set TestScene/ReflectionProbe-0.exr (which was created using a Reflection Probe with the type Baked) to be the texture for the Custom Reflection Probe, the cubes look identical