The sky is way too low resolution compared to the promo picture. And after checking, it is not the one used in the promo, no way, the one distributed is 4096x2048, which is nowhere near the resolution needed for that promo image. And it is too bright, so it's not something you are doing wrong, the hdri (exr image) provided is not the one used in the promo. Unless they used it as a backdrop, I don't see how it can be used as an hdri and get that much detail.
Most hdri products come with resolutions up to 16kx16k because you can see a clear difference in the details.
This is my render, and even after trying to mess with it, there will not be any extra details added to the stars in the sky, not with 4096x2048 hdri. And not by using the product the way it's provided. You'd have to use a backdrop, like a flat plane behind the dunes, and put the sky on it, and make it face the camera.
I could be wrong, but I realy can't see how to achieve that much detail in the sky with an hdri of that resolution.
Now this next render is done with a backdrop.
You can see the details are better on the stars, because it's a trick, this is how it's done:
A backdrop far back; but covering the entire camera view.
I didn't bother trying to make the backdrop brighter, or look exactly like the promo, (it is definitly possible) but imo, this is what was done for that promo image.