The performance of hardware acceleration in Jellyfin is markedly worse in my experience. My A380 can handle 2-3x more streams in Plex than it can in Jellyfin. My theory is that it's the jellyfin ffmpeg port slowing things down, but I admittedly don't have much evidence to back that up beyond the fact that Plex's transcoder is built on ffmpeg as well.
Plex Relays are a feature, but that's sort of the point. You get that stability from Plex by default and it works on all clients. There is no realistic way you're going to get all remote client devices on a VPN for Jellyfin. Maybe one day Jellyfin can offer that as a paid option, a la Nabu Casa for Homeassistant.
Media servers tend to get shared around with friends and family and these edges will start to drive you nuts if you have more than a handful of users. I do not want to try to walk a family member through setting up a VPN on their smart TV.