It relies on their hosted services/infrastructure. I avoid Plex for that reason. I just host my media with nginx + indexing enabled. Wireguard for creating the tunnel between the server-client and Kodi as the frontend to view the media (you can add an indexed http server as a media source).

Works great, no transcoding like Plex, but that's less of an issue nowadays when hardware accelerated decoders are common for h264 & h265.