Kodi has become more popular in the past few years for nefarious reasons, as it is also a popular platform for streaming pirated content from the internet. In addition to Kodi's many features as a media player, Kodi can provide a pretty front end for many advanced Add-Ons that are written using Python. Many people have written specialized add-ons that will scrape internet sources for file share sites that have copies of pirated television and movies. These sites are often filled with malware and ads and are dangerous to use directly. The add-on developers have basically done all of the dirty work for you so that you can easily search and stream from these online sources. That's all well and good, but anyone who has used these Add-Ons will tell you that the scraping process is extremely slow and many of the streams are sub-par quality with subtitles from different languages often burned into your videos.
Why would you want to run Plex within Kodi? Isn't that superfluous since they both are basically media players? One reason is to use Kodi's built in AirPlay server to stream content from your Apple Devices, while watching a movie in Plex. Another is the vast array of customization that Kodi allows within it's interface. You also might be a Python developer and want the ability to program your own custom Add-Ons. Now you don't have to close Kodi in order to run Plex. It's definitely a welcome change and I would consider it a Win-Win for both Plex and Kodi users.