The upcoming release fixes this, you can install a preview version now:
Also, just to clarify, you actually have Plex for Windows/Mac installed not Plex Media Player (PMP) which is a different, separate program (and doesn’t have this particular issue).
PMP without a grid program guide in TV mode is a real capability gap.
The grid type guide is in normal mode but not in TV mode, I just can’t see any reason for this, in a HTPC system you want to do everything with the remote so I would think that most users would be in TV mode most of the time.