A lot of services that I run on my Proxmox host are far easier to set up and maintain as a docker container because that’s just how the developer packages them. Proxmox says that Docker in an LXC is no-no, so to reduce the maintenance overhead and to stick to supported builds, I use a bunch of VMs with many running Docker. Jellyfin has install instructions to run directly on Debian, and that works for me, but don’t be afraid to run Docker on a Proxmox VM if it will make your life easier.