I actually wish they would add support for HDFS- it's not a bad way to combine lots of somewhat-small (< 2TB) disks into a sizable amount of (seemingly) homogenous storage (without having to be super clever with mount points and hard links and BTRFS and junk like that).
Why bother? just add more directories of content to each library. Plex just merges them all at the library level. I have crap stashed over 5 drives, just plain vanilla USB drives, and plex handles them just fine.
Data protection. HDFS replicates chunks of files across 3 different drives by default. This is configurable, but it's one of the most simple ways to protect your data from drive failures, without the performance penalty of RAID.