Tbh another archaic idea is that you need to transcode.
All you need is one of those sticks that plug into the hdmi of your tv and can run vlc. I use a chromecast. Vlc can play mkvs directly off samba shares. Done.
TBH the only reason anyone talks about transcoding is Synology's absolute dog-shit hardware options make it a problem. Most Intel CPUs and most AMD CPUs and many ARM CPUs and all the discrete GPUs are absolutely fine with munging video and audio codecs. They're just not well-represented in Synology's lineup.
You got different replies from others, but my 2¢ since you were replying me - if you're not doing transcoding, then I agree, Plex on a NAS is fine - it's basically just a wrapper around some shared files in that case. (The post I was replying to did specify that they were doing transcoding.)
Even if you do transcoding, it's still fine so long as it has supported hardware for HW-accelerated encoding. Which doesn't require all that much - even fairly basic Synology models can do H.265.
Some do, but the models with HW-accelerated transcoding have been shrinking - it's only the "prosumer" models that have Intel Quick Sync (with no guarantee that refreshed products will maintain it) - the lower end models have ARM processors without HW-accelerated transcoding and higher end models have Ryzen processors without GPUs.
