Like the title says: Windows App: exit full-screen automatically after playback ends, as the button to exit it disappears when playback ends.
Plex for Windows v1.89.1.107, v1.90.1.118
What happens when playback ends?
On my PC, Plex returns to the prior page - home page, movie pre-play page, etc.
The exit full screen button is in the top right, next to the activity icon.