When I shoot in raw instead of jpeg, I can bring out the darks and suppress the lights very easily for pretty much every picture I shoot when I edit in Lightroom. Since HDR is meant to capture detail from extreme darks or lights, when would it be better or more appropriate to take an HDR since shooting in raw seems to do the job just fine?
It is appropriate in situations where you can't capture the dynamic range in one shot and in situations where lifting the shadows would reveal too much noise. Certain landscape shots and night time cityscapes are an example where HDR makes sense.
I think it also depends on your style. I personally do not look for maximum detail being captured in images shot against the sun - it does not look natural to me.
The short answer is: When the dynamic range of the scene exceeds the dynamic range you can capture in one shot with raw.
A somewhat longer answer is that is that there are complicating factors, for example, recovered shadows may show more noise than a separate image taken at longer exposure, so the quality of the shadows will be better with multiple shots and an HDR merge than a single shot stretched as you describe. This becomes more noticeable the more aggressively you need to recover, and also varies with sensor.
It is also possible, with multiple exposures, to adjust white balance separately, so (for example) you might warm shadows that in a single shot may be more blue. There are other post processing techniques that can achieve this as well, but you may find it easier to do well with multiple shots later merged. An example might be an interior shot in shadow with windows showing areas in sunlight.
Finally a practical answer: You may not realize by eye if you have adequate raw DR for a given scene, and only find out in post processing when it is too late. It never hurts to get several bracketed shots, then if the middle provides an adequate one-shot result, discard the rest; but if not you are prepared, not only if you guessed wrong, but if you find (for example) too much noise in the shadows, or bad colors in highlight recovery.