Yes generally, but it can be very cheap. Some places sell block accounts which let you pay a one time fee for a set amount of data. Black Friday deals are coming up, and you an usually get amazing deals (1TB for under $5, able to be purchased multiple times, or subscriptions which work out to a couple dollars/euros a month).
The other thing you’d need is an indexer. Some are free, but for the best experience you’d want to pay for acess to a private indexer. Usually a few bucks as well, almost all of the big ones run sales this time of the year.
For subtitles: there are several solutions. Jellyfin (and Plex) support finding subtitles that you either download with a tool like Bazarr, or via Jellyfin/Plex’s own interface. Bazarr auto downloads them based on your parameters you give it though.
They hook you into an ecosystem. That’s it, thats the game. I don’t think it has too much to do with insecurity. Group chats and video chats with people outside of imessage is awful. Group chats lose a lot of features because SMS was all there was for a long time. Standard (not Google-ified) RCS is still too bare at the moment so I don’t think the looming rcs fixes that aspect of it.