Don't forget that the purpose of a jail is to create a place where you can define an environment separate from the FreeNAS environment. To some extent, you can even put a different OS in a jail. I have not updated to 9.3, so I cannot comment on the updates from personal experience, but I would not want a FreeNAS update to also update any jail that I created manually. However, I could imagine that a jail created and managed thorough the GUI to support a plug-in might be updated by a FreeNAS update.
I don't see why most jails wouldn't continue to work as-is, after an update. As for Plex, that's a relatively simple one to manage. If you keep a backup of your configuration and database (you should), then if you ever need to reinstall Plex you can easily restore your system.