Because Jellyfin et al are all still very much “open source projects” in terms of UI/UX and it is still “missing” so many features.

For me? The big reasons why I just use plex boil down to:

1. Maybe 80% of the time, I can cache an episode or a movie locally on my tablet when I am going on travel. This is great if I am doing a rewatch of something or don’t super care about The Experience and just want to watch the next few episodes of a show in the evening. With Plex, this is trivial. With SOME of the third party jellyfin apps, this can be sort of worked around but then becomes a hassle to sync watch statistics (which episodes were watched or even where I left off because a buddy wanted to go out for drinks).
2. Remote watching is similarly a mess. Plex has pretty okay-good systems to treat my home server as a “cloud” resource with a single forwarded port. While even that is very questionable security wise, Jellyfin is still “figure it out yourself”. Which can be done with setting up a vpn or using Tailscale but adds additional complexities.
3. Plenty of other “quirks” along similar lines

My personal opinion? For something that only “tech savvy” people are using more or less locally, Jellyfin is fine. For something that “just works”? There is no competition with Plex. And considering how many of the Jellyfin workarounds end up being “just download a copy of the file locally and watch it in VLC”… why would I use Jellyfin at all in that case when I could otherwise just mount a samba share or use Kodi (that is the latest incarnation of XBMC or whatever the samba share frontend we all used to watch porn on our playstations was, right?).