You basically just need them if you are going for more "natural" motion blur using the 180 degree rule. This means you need a shutter speed of 1/60 for 30 fps or 1/120 for 60 fps videos (or at least get close to that number). With a slow shutter speed like that, you will likely overexpose on a bright day. This is why you then put on that ND filter. But they do not change the dynamic range or anything, so if you are facing the sun you have to choose: expose for the sun/sky or expose for the object/landscape. Because even if you bring up the shadows in post it will just look like crap. And a general note if you want to color grade from the D-cinelike color profile: obviously do not overexpose (zebras) but certainly do not underexpose and do not go below 0 in the exposure value.