I'm pretty sure that the issue is with CS4. The steps for creating the 32-bit image are exactly the same for CS4 and CS6. The only difference in Lr that I can see is that if you do a control-s in CS6 it automatically imports to LR. I think with CS4 you have to still do an import or folder synchronize to get Lr to find the image.
Once Lr has the image, from either version of CS, the tone mapping and corrections are the same. The problem is that CS4 creates very dark images. I tried some other series and rearranging the files so that the order of the exposed images was different, neither made any difference. The merged file in CS4 looks good until you complete the process and create the 32-bit TIFF file. Then it is too dark. If you create a 16-bit TIFF you can change the exposure and gamma and make the image better, but still not good.
I think the basic issue is with the HDR feature of CS4, though searching around the web, I was not able to find any commentaries about this issue. CS4 has been around for quite a while. One would suppose that if it had a serious flaw in the HDR function there would be some dialog about it.
Also, I've been doing my HDR conversions with .dng files. If I have time, I'll try coverting them to .psd files before running automate/HDR and see if that makes any difference.