So it’s not fully self hosted then? I can’t see how it would do that without registering you with their own service as a middle man. Seems like that kinda defeats the purpose.

Sorry, why would Jellyfin be different from Plex for exposing to the Internet? Dynamic DNS service / static IP and router port forwarding just like any other self hosted thing. It requires a user/pass to login as usual. VPN is nice but not required.