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Jellyfin has this, but it’s kinda busted: https://forum.jellyfin.org/t-syncplay. There was one guy working on it and he apparently vanished. It still does work for some use-cases but be prepared for some rough edges.
Maybe someone will pick up the torch now that Plex is axing it?
I’m in the same boat, I use Jellyfin where I can but Plex is still so much better for sharing, especially with non-technical people so I run both. Really hoping the Jellyfin folks realize they can sell a relay service to make some money and fund their development to improve the app. Seems to be working well for Homeassistant!