Perhaps I'm missing your point, but proxmox+lxc on zfs storage works fine in proxmox? If just looks like any other storage in proxmox and on commandline you've got all the usual zfs tools
It is unlikely for there to be issues with ZFS and Linux. It's too common now, but it's not included in the main Linux tree, so it's not explicitly tested.
So, it's a low risk, but not zero risk.
More to the point here, when working with FreeBSD, ZFS is a first-class citizen (moreso even), so working with it *should* be more integrated with a FreeBSD solution than Proxmox, but how much more (and is that meaningful) is probably a qualitative feel than quantitative fact.
There have since been implementations for Linux but no distribution is designed to support them.