Plenty of nas's will have a server on them that will serve up over dlna, but the problem is that client devices support for different compressions are not really that well communicated so you will get things where they dont play etc. Plex is much better about sorting out what things will play what, and will transcode it down to a crappier compression for low-spec devices like older smart tvs which only deal in 1080, and converting the audio down to stereo when you dont need the 5.1 that the bluray rip you downloaded came with.
Also there is the ability to have it transcode down to really low rates so you can stream out to a phone or similar without blasting thru your phones small data cap. Friends love that to play crap for their kids on long drives on the ipad.