Proxmox is completely different from Docker. Proxmox is focused on VMs, and to a lesser extent LXC containers. If you think you will have a need to run VMs (for example, a Windows VM for a game server that doesn’t support Linux) Proxmox is great for that.
I run Docker on a dedicated VM inside Proxmox, and then I spin up other specialized VMs on the same system when needed. The Docker VM only does Docker and nothing else at all.