The gotcha on Proxmox is that you can't do swapfiles on ZFS, so if your swap isn't made big enough when installing and you format everything as ZFS you have to live with it or do odd workarounds.
That's not a gotcha on Proxmox projects but a gotcha everywhere, SWAP on ZFS needs a lot of special care to avoid that it needs to allocate memory during swapping memory out (e.g., if low on memory), causing hard-freezes.
It can be made somewhat[0] stable with using no (or a simple compression like ZLE), avoiding log devices and caches it can work, but it's way simpler and guaranteed stable to just use a separate partition.
1. You shouldn't swap on ZFS, but really
2. You shouldn't swap on a filesystem, but really
3. You shouldn't swap at all.
On a VM host you have a bit of leeway for memory overcommit, but ideally if you have a box that frequently has to rely on swap, something is bad wrong. I don't think it's really fair to criticize a worst-choice configuration for being poorly supported here. There are simply too many opportunities for catch-22/deadlock scenarios in the interaction of the fs and allocator during OOM...
