With the latest PMS Beta Version 1.18.3.2111, there are significant improvements on how multi-episode files are treated within in Plex. After testing a bit, Plex is correctly marking all the episodes within the file played (tried on a 2 episode file, a 3 episode file, and a 12 episode file).
That is amazing by the way, and I really appreciate the new feature. Also amazing is that the autoplay feature on LG webOS or Plex for Windows is properly skipping all the episodes contained in the file in these scenarios. However, I did notice that the similar autoplay feature on Android does not do the same thing – it picks the next sequential episode still. For example, if I have a file that contains S02E01 and S02E02, Plex for Windows or webOS will play S02E03 after the file is finished playing. Android will still queue up S02E02 (though S02E02 will still be marked as played).