Plex is the odd one out here. They handle authentication and user management with there own servers, while your server just gives those users somewhere to stream media from. This means plex (the company) gets to see all of your and your users activities and everything you’ve got available on your server.
Both Emby and Jellyfin give you a similar netflix style experience using your own media, but self-hosted without third-party influence. Your users are your own, them and their activity is not visible to anyone else but the server operator (you).
Emby does have a licensing structure for ‘Premiere’ features, this means they can see how many and which devices connect to your server, but thats it. Jellyfin removes even this leaving things entirely self-hosted.
These solutions make streaming your own media as well as sharing it with friends/family incredibly easy. As easy as just giving out your Hulu/Netflix login. They’ll also transcode so you can play highbitrate files on crap Internet without buffering, or allow devices to play files they otherwise wouldn’t be able to read (codec/container mismatches).