Well, with Plex adding more and more capability (like Sonos access), and the ability to share servers among family members and/or friends, VPN may not be an option for some.
BTW, with their Sonos integration that appeared yesterday, I found the need to enable NAT Reflection for my Plex port forward. The NAT+Proxy mode needed to be selected; pure NAT did not work. This allowed my Sonos system within my network to be able to access my Plex server (also within my network), and also allowed the external web-based Plex client to function as well (which I don't really need to use while I'm on my home network, but it did make things work a lot smoother). I'm guessing that Plex's "directory" system tracks servers using the external IP address, which would make sense for mobile devices while on the go… but I'm surprised that they don't also note the internal IP address for when you're on-network.
So if the OP hasn't tried enabling NAT Reflection (NAT + Proxy) on the NAT rule for Plex, that might make things a whole lot better for using Plex while at home. :)