That linking to external services thing must be an Apple restriction. On Android you can simply click the external streaming service and the app for that service launches, you get the profile page as normal for those with families and then straight to the TV Show or Movie you searched for. When you swipe to go back from that external app, you end up back in Plex exactly where you left.
If however you do not have that external streaming app then it takes you to the Android App store so you can download and install it effortlessly. I'm still waiting to see how this will work Fire TV as the feature isn't on mine yet.