However, it is worse at transcoding, it is more of a memory hog, there's a potential risk of Plex using your information (privacy concerns). Plex can potentially catalog what's in your library and use that information for marketing or worst-case-Ontario, report you if you're a pirate.
It's a corporate entity with corporate-sized issues. You can dig deeper if you want.
Jellyfin is better. ESPECIALLY if you aren't sharing your library with others. Even if you are, use Tailscale or some other VPN to your network to do it.
Just because it's how you've always done it doesn't mean it will always be right.
You don't want to leave.
Good luck.