Plex is absolutely not “designed to run on Windows”.
Both systems work absolutely great and in any case, a Linux server is a lot more stable than a windows server. Plex is also very lightweight on resources (when not software transcoding), so it won’t affect your ability to run other stuff on the same machine. Only managing a single server is going to be a lot easier for you as well.
A piece of advice on matrix. Don’t run synapse on the same server, use either dendrite or conduit as synapse is a bit of a resource hog, while the other two are nicer to your cpu and should work well for small installations.
Plex is absolutely not “designed to run on Windows”. Both systems work absolutely great and in any case, a Linux server is a lot more stable than a windows server. Plex is also very lightweight on resources (when not software transcoding), so it won’t affect your ability to run other stuff on the same machine. Only managing a single server is going to be a lot easier for you as well.
A piece of advice on matrix. Don’t run synapse on the same server, use either dendrite or conduit as synapse is a bit of a resource hog, while the other two are nicer to your cpu and should work well for small installations.