2 possible reasons:
- The DVD was incorrectly ripped. You can try to split the file if you are able to determine the point of the episode switchover. [HowTo]: splitting multi-episode files with MKVtoolnix GUI
- The first episode is actually a double-episode. You can tell Plex that this is the case: https://support.plex.tv/articles/naming-and-organizing-your-tv-show-files/ “Multiple Episodes in a Single File”