It gets set to auto run for the user account doing the install
if the service is using a different account then you must delete the registry setting for the account doing the install
KEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run\Plex Media Server
If it is the same user account for installs and for the service then I thought the @cjmurph Plex Service package handles that and removes the auto launch - are you using his latest package ? PMS as a service