Welcome to the Maslow forums, @Eduard! The short answer is yes, it is possible. I have not cut plexi myself, but maybe someone else around here has?
Cutting plastics isn’t too hard with the Maslow, I’ve cut HDPE with no issues. Single-flute, O-flute bits will probably give you the best results. You may want to run some feedrate tests first, just to make sure that your feeds and speeds give you the desired cut quality.
The maslow is a tool that can be geared from drawing lines to cutting metal. To put it simply, it’s a point that is moved by a computer. What you put in that point is up to you. I did some research and it looks like you can cut it with the router as long as you have the right bit. Here is a site with tips on how to ensure you get the best results. https://stepcraft.us/acrylic/
I have cut plexi with a router before, but if you don’t sandwich it between other materials, it could shater, and send plexi schrapnel around the room. (May be an over dramatisation)
If you don’t sandwich it, make sure to record your cuts in case @Dag83’s scenario comes to pass. That would be interesting to see! Maybe use a high speed camera?
Disclaimer: I’ve been watching a lot of Mythbusters lately. I think I am becoming an explosion video junkie
Remember there is a big difference between cutting and melting. With plexi if you create too much friction you just end up with streak of goo. Test carefully. If you create a pile of goo be very careful with it. It’s like molten tar until it cools. _( yes I was that stupid! , I went to the freezer and grabbed an ice cube, it was still a very unpleasant experience. )