I get that, but if you're already running Windows and are comfortable with that, it's almost nothing extra to learn if you know how to install an application. You literally just need to download/install VMware Workstation (it's free now with a free VMware account) and you can visually create/start/stop/pause/snapshot virtual machines from within the Vmware Workstation GUI. HA even have a Vmware Workstation image ready to go that you just power on with no HA setup to do:
https://www.home-assistant.io/installation/windows/. It's a tidy solution because you don't need to mess with Hyper-V (which has it's drawbacks with HA) or start learning Docker and everything in the VM is contained and will have no impact on your existing Plex server. The virtual machine OS in the HA image is HAOS and is managed by Open Home Foundation, so they push both HA patches and updates as well as HAOS patches and updates which are all installed from within the HA GUI itself. You don't need to worry about learning and maintaining Ubuntu or some other flavour of Linux. It really is a no brainer