Connects to Plex but cannot play videos

I upgraded to the latest Apple TV 4K. Everything installed correctly, including Infuse. I connected to my Plex account like I always do, and all my videos came in. The problem is I cannot play any of them. I get an error that says, “Relay Connection Active. Please check your network settings and ensure the local (or non-relay remote) connection to your Plex media server is working.”

None of my other Apple TV’s, iPads, iPhones, or Macs have this issue with Infuse and Plex. I did nothing different than I’ve done on all my other devices. Plex does have remote access enabled and every other device that access my Plex server via a Plex app or Infuse is working fine. Totally stumped.