The Plex Movie agent and the Plex TV Series Agent (which is in beta now) are the new agents. Creating new libraries with these agents won’t create symlnks. If you upgrade an existing library to one of these then you’ll need to upgrade as well as refresh all the metadata and then run a Clean Bundles which should (hopefully) get rid of all the unused bundles that use the symlinks.
All music agents still use symlinks, that should be changing at some point soon though as there is work to modernize the Plex Music agent.