Maybe I'm misunderstanding this, but as far as I can tell, Plex defaults to direct play enabled, and will direct play unless it's not supported by client. (Or other constraints, like limited bandwidth settings, etc.)
However, compared to Plex, I've found the remote experience (through Tailscale) to be a lot easier and better performing than the Plex equivalent for me personally. I never have any issues connecting externally now, whereas I did all the time with Plex. Maybe I just needed to get Plex running over Tailscale but it seemed to fight that a bit.