I don't use Plex, but for what i know:
" Limitations
When relaying a connection through us, there are limitations for the streaming qualities you can use:
- Free users are limited to 1 Mbps maximum for streams
- Plex Pass subscribers are limited to 2 Mbps maximum for streams
If the content you’re trying to stream has a higher bitrate, then your Plex Media Server will need to transcode the content down to fit the limitation. "
https://support.plex.tv/articles/216766168-accessing-a-server-through-relay/
Anyway, those are all stuff an integrated iGPU can do, for a much lower power consumption. The point is, it's preferable avoiding spending more money in electricity bill and on HW to buy an external GPU.
You need to be deaf to not hear an HDD, and Helium one are generally very noisy.