It's quite nerdy though. And all it does is move the single point of the failure to the switch (required for the hosts to talk to each other for VRRP etc)
Proxmox is so reliable in my experience though, but I don't tend to fiddle with it, just set and forget.
For comparison, an 8 Gbps capable pfSense appliance (like the Netgate 4100) requires 40W-50W (max 60W), where the UniFi Dream Machine Pro, also capable of 8Gbps, has a maximum power consumption of 33W, which includes a 3.5" harddrive for UniFi Protect. Mine uses about 18W without the harddrive, and 22W with a WD Red.
A difference of 25W over a year at current european electricity prices (€0.5/kWh) means a saving of 219 kWh (€109/year). Considering that electricity has been as high as €1.12/kWh this spring, it could be even higher.
As for virtualization, while it's a great learning experience, it's probably more trouble than it's worth. I greatly prefer appliances for network.