I like having truenas in a proxmox vm. through proxmox you can easily do backups of your vms and in my head it containerizes things. I've had so many problems trying to use truenas as anything but a pure nas so having it as a vm in proxmox gives me the flexibility to run other vms and containers on my machine, and proxmox can easily be set up to connect to a nas and keep vm and container data on it.