I think you’ll be fine on the path you are going on with Proxmox - but just to be clear, all installations of Home Assistant with the exception of a core installation in a python VENV, run on docker in some way. Its just that in HAOS, the supervisor (itself a docker container) manages Home Assistant and the addons for you, so as the end user, you don’t even realize docker is there.
To me, running a docker containerized environment like HAOS in a VM is not efficient, but your machine should be able to handle that no problem if that is the path you want to go. It will be less painful of a migration as well, like you pointed out, from the HOAS on RPI3.
This thread is a little older but has a great deal of discussion about Proxmox