How about... Neither.

I don't think OP doesn't know, but I feel like its been said multiple times here, so maybe op either missed it or has a use case where he still wants to use Plex.

I have a Jellyfin server and I don't need to expose it to the internet. Look at all the posts and comments here about setting up a reverse proxy and to securely expose your server to the internet. But you can also just keep your server locked behind your firewall and only access your network using a self hosted VPN.