HDRI lighting is node combine DOME LIGHT and Environment. It creates both nodes under one transform. You can also do it manually.
For FAST and EFFICIENT HDRI lighting in most cases combine DOME LIGHT with Environment.
Dome Light use image analyze for HDRI map. It means faster and less noisy render for HDRI map with big differences between bright and dark pixels in the map. The HDRI texture will be converted into hundreds light internally.
Environment lighting only, without Dome light and Environment with specular and diffuse weight 1, is better when you use HDRI map with low variance and blurred. Your Indirect diffuse and Specular has to be turned on.
Just DOME LIGHT with HDRI map is enable DOME LIGHT and Environment with HDRI map is enable