It's unfortunate that the effort to get LXD packaged natively in Debian [1] seem to have stalled as this is definitely one of the last remaining drawbacks for me.
For example, when LXD was still available as a .deb from upstream, it was possible to run LXD inside a container and do nesting, but with the snap, that isn't possible anymore. (However it is now with the --vm flag, though that's really a different mechanism.)
As I understand it the big remaining difficulty is dqlite.