I did not run OPNSense, but I have a direct comparison for pfSense as VM on Proxmox VE vs pfSense on a ~400€ official pfSense physical appliance.

I do not feel any internet-speed or LAN-speed differences in the 2 setups, I did not measure it though. The change VM -> physical appliance was not planned.

Running a VM-firewall just got tiring fast, as I realized that Proxmox VE needs a lot more reboot-updates than pfsense does. And every time you reboot your pfSense-VM-Hypervisor, your internet’s gone for a short time. Yes, you’re not forced to reboot. I like to do it anyway, if it’s been advised by the people creating the software I use.

Though I gotta say, the pfSense webinterface is actually really snappy and fast when running on an x86 VM. Now that I have a Netgate 2100 physical pfSense appliance, the webinterface takes a looooong time to respond in comparison.

I guess the most important thing is to test it for yourself and to always keep an easy migration-path open, like exporting firewall-settings to a file so you can migrate easily, if the need arises.