Why not do both ? As I understand it, to do kubernetes clusters, you must have at least 3 hosts. They don’t need to be 3 different physical hosts: they could be VM (hosted on Proxmox).

Proxmox also having a very strong implementation of ZFS, then it could be used as the storage « host », and it gives you also the option to do snapshots of the VM (and the storage pool), as well as replication/etc.