While I don’t have much experience with Plex, I can say that it’s really not hard to set up Jellyfin for streaming across the internet.

I’m running a docker container using the linuxserver.io image and all I had to do was forward the HTTP/S ports. I will grant that when a third party has to make an easy-to-use container for a service, there’s a problem to address… but if I remember correctly, Jellyfin is easier to set up on bare metal where it can use uPnP.