I don't use Plex often, but decided to check it today using my Ultra. I used both the "official" Plex channel, as well as RARflix. I enabled forced direct play, and did not select captions, as that would override the direct play and force transcoding to extract the captions. I found my DTS-MA files played the DTS core correctly, with no observable sync issues. Of course, I didn't play each selection for very long, as I don't have time right now to sit and watch a full movie.
When using RMP and my DLNA server, I also get the DTS core without issue. I have trouble with playback on the first 6 Star Wars movies, but that is due to something they've encoded in the video, not the Roku player. I have the same issues using my Sony BD player for DLNA playback.
I am connected through a Yamaha AVR to extract the audio. Sure wish we had HD audio bitstreaming...