Because somebody has to create that media. And that person they have to live. (Or better that huge team when it comes to movies) So they have to earn money, so somebody has to pay them.
I also enjoy that today I can test if something fits me If I am skeptical. But I also always make sure to pay back creators for things I enjoy so that in the future there will be more things I enjoy.
Of course I understand anybody who can not afford media and am happy to subsidize them with the part I am paying for good shows. But if you have a Plex server, you can afford it. And If you say its close just start with things you like most and at least say "thank you" to them.