There are some issues in their package.
I install their latest plexmediaserver version 1840. Then after install I purge. The plex user still exists and the /var/lib/plexmediaserver folder. This is without any changes. Just straight install and then purge. So the library folder is not deleting either. When I did the locate before I used plexmediaserver.service, that is why I didn't notice this. Maybe this is to protect the database and users have to delete manually. I don't know.