I haven’t been using folders inside Plex in ages. IIRC, Plex doesn’t consider a folder to be a playlist, therefore won’t automatically queue the next item in a folder for autoplay. That’s different if you’re watching some actual sequential media like a tv show, a collection or the content of a playlist.
Well, as you say, it does do it for TV shows, so something in the code is differentiating.
The fact that the auto play box is ticked in the libraries I mentioned, and yet it does not autoplay, is just terrible. It’s either a bug, that needs fixing. Or the interface settings are being ignored.
In my searching for information about this, I found references to being able to change the Auto Play setting, on mobile devices. In the Settings (cog) there is an Experience menu that has an option for Auto Play. That Experience menu is no where to be found in the Plex Windows application.
If this behaviour is not a surprise to general users, then the Plex developers probably need to know that something is broken