I have both Plex for Mac and Plex Media Player installed on my Mac (macOS Catalina 10.15.4 with PMP 2.56.0 & 2.57.0 and Plex for Mac 1.10.0 & 1.11.0). Works like a charm.
What version of macOS are you running those apps on?
I’ve got Plex running on Mac High Sierra (10.13?) on that machine? I don’t really want to upgrade it if I can help it.
I’ll try and re-install the players.