I use both plex and jellyfin and my files are on a nas. Previously truenas but now synology. I just mount my collection over smb to my Intel nuc with quick sync so that Plex/jellyfin can provide me and my friends a slick UI as well as transcoding (can store stuff in hevc, flac, 5.1 or 7.1 dts hd ma and not worry about codec support on each device), a nice web player with subtitles /audio track selection, and nice apps on every device to access the collection.

But yeah NAS and jellyfin aren’t mutually exclusive, many people use them together.