Wikipedia also has a list with more countries and animals: https://en.wikipedia.org/wiki/List_of_national_animals
E.g. Denmark even has 3 national animals listed and not just the swan in the picture: Red squirrel (national mammal), Mute swan (national bird) and Small tortoiseshell (national butterfly).
It’s just a setting like so many other things. You can put in individual IPs you trust or IP ranges.
It seems Plex has figured out lots of Plex ‘server admins’ are just normal Windows users and click OK on everything w/o reading any change logs or checking any settings. So it’s easier and saver to enable a lot of things right away. Admins can just go into settings and adjust it.