You are mistaking "plug and play" with "hot swap/plug CAPABLE". The spec allows for specifically designed hardware to come and go, like Express card, Thunderbolt, or USB4 lane-assigned devices, for example. That's a feature built for a specific type of hardware to tolerate things like accepting current, or having a carrier chip at least communicating with the PCIE bridge that designates it's current status. Almost all of these types of devices are not only designed for this, they are powered by the hardware they are plugged into, allowing that power to be negotiated and controlled by the bridge.
NOT like a giant GPU that requires it's own power supply current and ground.
But hey, you read it on the Internet and seem to think it's possible. Go ahead and try it out with your hardware and see what happens.