I have NextCloud, Home Ass., Immich, and a bunch of other stuff running on a Proxmox machine.
Proxmox runs a Debian virtual machine (well, multiple, but you only need one really), and the VM has docker installed. NextCloud etc. run via Docker.
It's possible to run Docker directly on Proxmox, because Proxmox is just Debian... but you'll lose the nice backup functionality of Proxmox.
Right now, if my OS drive were to take a dump, I would just have to install a new drive, install Proxmox, and restore the Virtual Machine backup (stored on other drives).
If I ran all of my Docker stuff directly on Proxmox, I'd have to install a new drive, install Proxmox, install Docker, and somehow recreate all of my Docker containers. Keep in mind their Docker volumes and all that will need to be restored from a backup somehow, or you'll be starting from scratch. So basically, it's a lot more work.
So that's why you do Docker inside a VM inside Proxmox.
!selfhosted@lemmy.world is another community more geared towards this kind of stuff. My understanding is that "homelab" is more geared towards networking.