I create 8-bit TIFF with EXIF using Canon DPP and try to use those Merge to HDR. At the step called "Assign Profile", if I use the default profile "sRGB IEC61966-2.1 (Linear RGB Profile)" I get the following error:

Error 8007: User canelled the operation
Line: 313
-> newHDRDoc.colorProfileName = this.saveColorProfileName;

If I select a different profile it works.