Text:
I consent to Plex to: (i) sell certain personal information (hashed emails, advertising identifiers) to third-parties for advertising and marketing purposes; and (ii) store and/or access certain personal information (advertising identifiers, IP address, content being watched) on my device(s) and share that information with Plex’s advertising partners. This data is used to deliver personalised ads and content, ad and content measurement, audience insights and product development. Your consent applies to all devices on which you have Plex installed. You can withdraw your consent at any time in Account Settings or using this page.
Soure: https://www.plex.tv/vendors/ (Might have to clear cache)
Can also read about the changes here: https://www.plex.tv/about/privacy-legal/
I think it mostly comes down to sharing stuff with others.
There's a lot of stuff in Jellyfin you wouldn't want to expose to the internet.
No idea if Jellyfin even has a client for my dad's shonky old 4K TV, but I certainly wouldn't be able to set up Wireguard or anything on it.
I wouldn't expose Plex to the internet either