3rd Party App on Apple TV does not have Secure Network Setting?

I just purchased the Apple TV 4K 3rd generation box and installed this Plex Video App.  However, there is no setting for network in the Plex app to ensure that my connection is fully secure.  Previously, I had Roku and an Android box and each of these boxes had a network setting where I could enable only "Secure Connections". But for some reason this new Apple TV box doesn't have this setting and I am afraid to use it if the App I am using is allowing insecure connections.

Can you let me know why this setting is not in the Plex app for my Apple TV box? Is there some reason why? Thanks in advance for the help!