What shooting mode are you using? This is what is most likely causing your apparent issue.
I just checked my 6D in "M" mode and I could dial in any f/stop I wanted. HDR takes three shots at different exposures; normal, over, and under. The latter two shots use the same settings as the orignal shot that YOU set up, but modify the shutter speed to get different exposures. The aperture value is never changed.
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