I did not need the HL15 pre-built as I was putting some of my current NAS hardware in the chassis. I am using some older X99 hardware in my HL15 + TrueNAS as that is perfectly find for my NAS build.
If you want to look into running Plex on the HL15 I would look at this post that has had quite a bit of discussion regarding this there.
IMO - The HL15 CAN be used as a Plex server if you are only planning on yourself and maybe a family member or two watching at a time. If you are slotting a GPU in the server and passing that to Plex then maybe but the CPU that comes in the Pre-built is not idea for Plex.