This hasn't been true for a long time. Analog being "finer-grained" doesn't matter, because analog (just like digital sensors) has noise, and noise is the limiting factor for dynamic range.
This is completely incorrect - the 810 is tested at somewhere shy of 15 stops DR. Portra 400 can squeak out 18. A slow B+W film can do 20-21.
I spent years struggling with high dynamic range/contrast acutance with severe weather photography and digital cameras. Blown highlights, color noise in shadows, rough tonality through contrast transitions, etc. Specific films (not slide film like Ektachrome) were my salvation.
Also, noise is not the same as grain. If the difference is unimportant, I'd think the other nuances relevant to this conversation may be as well.
Example pics for extreme HDR 35mm film at similar resolution (pixels can be binned to reduce noise at cost of resolution)? I've never seen any better than what the 810 can do. And note that cooled sensor digital cameras exist, so even better digital dynamic range is possible.
I consider grain to be noise, just like vinyl surface noise is noise. I don't consider any distinctive and "artistic" defect of a reproduction medium to be a good thing.
That looks more like a long-term exposure than HDR - look at the water blur, it's not the typical HDR ghosting. My Polaroid PDC700 camera did that color range and picture quality almost 2 decades ago (big sensor helped, admittedly.)
And that's not impossible with 35mm at all. Chemistry advances as well, you know. The age of nanotechnology. We're getting analog films in 35mm format that do gigapixel+ resolution equivalent images. Along with that, these newer chemicals are far less susceptible to noise. Add to that things like high refractive index lenses made from fluorite and optical calcite, and analog cameras can still hold up to/stomp digital, all day. I do keep my eye on the analog world of film, because I've got ~$10K in equipment sitting in my bag and I like having equipment that I can use.
There's not much motion blur in the water, and it's a lightning strike so the event itself is very short. You can even see some lightning that's not hidden by the cloud, in the same frame as stars! This is a great example of HDR. Dynamic range compression can be done tastefully - you don't need ugly halos everywhere.
High end digital cameras have better dynamic range than most film cameras. Eg. check out this Nikon D810 photo of a cloud lit by lightning: https://www.dpreview.com/files/p/articles/7705642292/DSC_481... (source: https://www.dpreview.com/reviews/nikon-d810/14 ). Maybe a large format camera could capture something like this but it would definitely be impossible with 35mm.