I'd like to point out a few things first:

1) the code and functionality of Remote Buddy and Remote Buddy Express with regards to Apple Remote and Plex support are 100% identical.

2) you can set up your Apple Remote exactly the same way with both Remote Buddy and Remote Buddy Express. If you set up Remote Buddy Express exactly as you did with the Remote Buddy trial version, you'll get the same result.

3) Remote Buddy and Remote Buddy Express preferences are completely separate and don't conflict. Neither does a pre-existing Candelair installation. If the version of Candelair is too old for the copy of Remote Buddy you use, Remote Buddy will bring up a requester at launch to inform you.

4) the exchange of preferences between Remote Buddy Express and Remote Buddy has at no point been an official feature or been officially supported in any way.

5) regardless, you used to be able to just move settings from Remote Buddy to Remote Buddy Express (and the other way round) simply by renaming the preferences files. With the latest release, Apple, however, required changes to approve the update: 
a) rather than break out settings in separate preferences files (for easy maintenance by the user), Apple required everything to be stored in a single file. This has no benefit to Apple, the users or the developer. But it's in the guidelines - and was overlooked by both Apple and me in all previous releases. 
b) in order for existing Remote Buddy Express users not to loose their existing preferences, a read-only migration mechanism needed to be developed and put into place. 
c) that migration mechanism - thanks to Apple's requirements - no longer makes it possible to simply move settings between Remote Buddy and Remote Buddy Express

6) In fact, you can now only move preferences from Remote Buddy to Remote Buddy Express - and you need to make special preparations (WARNING: this was, is and remains officially unsupported!): 
a) make sure neither Remote Buddy nor Remote Buddy Express are running 
b) delete all Remote Buddy _Express_ preference files (~/Library/Preferences/com.iospirit.remotebuddyexpress*) 
c) make copies of all Remote Buddy preference files (~/Library/Preferences/com.iospirit.*emote*uddy) and rename them so they start with com.iospirit.remotebuddyexpress. Pay attention that upper-/lowercase is correct and that the identifiers are correct (no extra dots or characters). 
d) launch Remote Buddy Express. Any changes made from that point - through the preferences or otherwise - can't be transferred back to Remote Buddy.

Regarding your particular issue, here's why it doesn't work the way you want - and how you can solve it:

1) The settings as seen in your screenshots won't launch Plex when you press the menu button in either Remote Buddy or Remote Buddy Express. In your screenshot, you have no action set that would do this.

If Plex launches upon Menu press when you are not running Remote Buddy (Express), that's because at that point, Plex' own helper has taken over control over the Apple Remote and Plex' helper tool will launch Plex when you press Menu.

2) If you want to change what happens when you press Menu or hold Play while the Finder is the active application, you'll need to make the following settings: 
a) "Global Mapping" is the wrong place for application-specific settings as it hardwires an action to a button, regardless of what application is active. Therefore, you might want to hit "Reset to defaults" for your Global Mapping table to bring back the Remote Buddy menu on the Menu button in all apps other than Plex.

b) "Default Behaviour" - which is used when no supported application is active or background-mode supporting application (like, f.ex. iTunes, DVD Player, ..) is running - is the right place to make this kind of setting. In your case, you'll want to choose 
- "Behaviours > Activate Plex Behaviour" for the menu button 
- "Put computer to sleep" for play (hold)

If you find that, even though Finder is the active application, you're controlling other apps like iTunes with your Apple Remote, that's because these apps have background-mode support. If you don't want to control these applications at all, you can untick them in the list on the left side of Preferences > Behaviours.

c) You can use the default mapping for Plex when you're really using an Apple Remote. The mapping you chose will also work, though, provided that Plex' Helper is always running and listening for the Apple Remote events Remote Buddy forwards to it via Candelair.

Hope that helps.

Best regards, 
Felix Schwarz