Someone else already said it and you've already swapped but I'll say it in detail:
when setting the server connection up you selected "ServerName (long string of numbers)" and not "ServerName (your IP - SECURE)"
this routes your connection through the Plex servers and makes it not a local connection anymore. this is extremely easy to do and forget you've done because it barely impacts performance
Nope, not at all. Its extremely forward, your local IP is listed first every time IME, and your lower-down comment has it backwards as it's your local IP that had "secure" written on it
it's not a dark pattern at all, people are just stupid and don't read (including me, I fucked this up too at first)