Actually I have found it an issue for all cameras, even the D810 at times, it just depends on the HDR images being worked. My older Canon 1ds MKII and 5D MKII files have the issue the worst for sure. But I have seen it with:
Fuji X-T1, Phase IQ160, Phase IQ260, Nikon D800 and D810.
There also seems to be no reason when the issue crops up, but it will tend to show up just like the example. And by turning off de-ghosting from Max seems to get rid of it most times, but I have found in LR HDR, you need de-ghosting on max if you have clouds moving through the series of scenes.
Paul C