We are also changing how remote playback works for streaming personal media (that is, playback when not on the same local network as the server). The reality is that we need more resources to continue putting forth the best personal media experience, and as a result, we will no longer offer remote playback as a free feature. This—alongside the new Plex Pass pricing—will help provide those resources. This change will apply to the future release of our new Plex experience for mobile and other platforms.
Plex runs relay servers where your Plex server will connect to the relay and your player will also connect to the relay, making both ends of the connection egress type as far as routing and access control goes. https://support.plex.tv/articles/216766168-accessing-a-server-through-relay/
It’s optional and likely not everyone uses it, but this provides a way for Plex to do remote streaming without the Plex server being reachable directly from the internet.
Separately, it costs money for Plex to run.