I too get this with sideloaded Plex Classic. Everyting is fine on the Win7 PC hosting PMS, but on the Roku4 (NowTV Smart version), watched episodes do not show as watched with the last 2 or 3 versions of PMS. Reverting to an older version of PMS corrects things, the the issue must lie with the newest versions of PMS.
This issue was resolved in later versions of PMS. Currently working correctly with latest PMS.