Nope, do whatever suits you!
I would say tho the example you made is one of the infamous cases where docker is more difficult to setup than without due to the file locations of your movies, etc needing to match between dockers. When I set it up I found a really good guide that not only explained how to set it up but they also explained the logic and reason behind the issue.
https://wiki.servarr.com/docker-guide#consistent-and-well-planned-paths
Another good guide about the issue:
https://trash-guides.info/Hardlinks/How-to-setup-for/Docker/
The reason I’d initially recommend docker to a beginner is it keeps everything clean and organized, it’s easy to undo mistakes while learning, and I feel some apps are easier to setup with docker because they come with the dependencies already installed and configured properly.
Tailscale, super easy install, sets up a VPN into your services, no port opening needed