The desktop experience toggle seems kind of bugged in MacOS.
How it works now:
-Hit the red X
-Player closes and music stop
-Plex remains showing as open in the dock
-Clicking on it does not reopen the app
In order to get Plexamp back you have to right click and quit. Then open the app again.
Honestly I feel like the X behaving more like a Command-H would be more consistent with how most media players work on MacOS.