The second (real life) example you provided seems inconsistent with the initial mock up (or, at least doesn't fully demonstrate the issue). I assume you mean that the Saving Private Ryan files (movie and extras) would sit in an "S" directory alongside other movies (in your case, I'm assuming other movies that being with the letter s).
Correct me if I'm wrong, but another applicable example could simply be:
/Movies
Saving Private Ryan (1998).mkv
Saving Private Ryan (1998)-An Introduction-behindthescenes.mkv
Saving Private Ryan (1998)-Boot Camp-behindthescenes.mkv
Saving Private Ryan (1998)-Teaser-trailer.mkv
Saving Private Ryan (1998)-Trailer-trailer.mkv
Whiteout (2009).mkv
Whiteout (2009)-Deleted Scenes-deleted.mkv
Whiteout (2009)-From Page To Screen-interview.mkv
Whiteout (2009)-The Coldest Thriller Ever-interview.mkv
In this case, the extras for Saving Private Ryan or Whiteout would not be picked up correctly based on the following requirement from the support page:
"Local extras can be located alongside the main movie file in a directory named for the movie."
As such, Plex is expecting to see:
/Movies
/Saving Private Ryan (1998)
Saving Private Ryan (1998).mkv
An Introduction-behindthescenes.mkv
Boot Camp-behindthescenes.mkv
Teaser-trailer.mkv
Trailer-trailer.mkv
/Whiteout (2009)
Whiteout (2009).mkv
Deleted Scenes-deleted.mkv
From Page To Screen-interview.mkv
The Coldest Thriller Ever-interview.mkv
If I understand this request correctly, then I'd say it makes sense.
My personal preference is to have folders for each movie (I stored extras in the folders prior to the feature in Plex), but I know many prefer not to, so the extras feature should be able to support that.
The only thing I'm wondering about is that I think Plex already treats "Saving Private Ryan (1998).mkv", "Saving Private Ryan (1998) 720.mkv", and "Saving Private Ryan (1998) any text.mkv" as multiple versions of the film. But, since you would end each extra file with the proper '-', hopefully it won't be difficult for them to implement.