Don't know much about proxmox, but I know that Hyper-V tries to create every VM with Secure Boot turned on, and every Linux distro I've tried won't boot the installer like that.
Are you passing through a GPU? If so, are you sure the proxmox host isn't using it?
Edit: Just saw the link in the post was to a GPU passthrough guide, so better question, do you see the GPU from within the VM?
I've admittedly never tried gaming on a linux VM or LXC in proxmox, but I've done other tasks that required GPU hardware acceleration with no issues with both.
I've passed through my GPU for acceleration purposes which has worked pretty well. I don't see a passed-through GPU in your screenshot. I'll assume you turned on the correct IOMMU and SR-IOV settings, added the PCI:E hardware to that VM, and made sure it showed up inside the guest OS?
Yup! The screenshot can be confiding because I tinker a lot with cpu, memory, pcie etc. I made it work with gpu pass through etc. so it was hard for me to capture exact setup in a single screenshot. in fact, games that don’t require proton runs very well like Celeste.