What Plex does is closer to having an embedded tailscale client, you can access Jellyfin remotely with tailscale for free, but OP specifically asked for no VPN.

That being said, I’m not opposed to Plex charging for that service, even a tailscale like server costs something to maintain. My gripe with Plex is that it purposefully shoots itself in the foot to force you into their paid service, i.e. it actively tries to isolate itself so you can’t access it remotely, which means that it can’t run inside a docker container unless you give it network host access, otherwise it only considers other docker containers locals and doesn’t let you watch your own content from another machine in the same network.