With the new Plex Arcade you still have to go and download the cores, so not really any different to Launchbox in that regard, this is due to licensing reasons, you cant supply retroarch or its cores with a paid product. Launchbox has a paid option, and in order to use the Plex Arcade you have to pay a monthly subscripion, $2.99 for existing Plex Pass users, or $4.99 if you don't have a Plex Pass subscription, so due to the license Retroarch uses it cant be provided with products that charge for there use.