There are some images that make it very easy to set up Plex on the Pi, e.g. Max2Play for Squeezebox and something like Rasplex for Plex. You can also mount a network share for both devices to eliminate the need for two HDDs. A NAS usually lacks in computing power to run both server units as snappily as the Pi would (especially with the new Pi4B with 4GB RAM). However, if you are satisfied with your current PC setup, there’s obviously no need to switch it up.