I did some evaluating on this option and there's definitely complexity to bear in mind: Proxmox has worse support for my storage and backup solutions, and if the MSP you are working with has a ton of experience on Hyper-V migrations and limited Proxmox experience, the support you get will lack.

I will say I'd eventually love to have my day job environment on Proxmox but it isn't quite ready to be there today. No shade to anyone who is able to be there by any means, but I think it's fair to say hypervisors aren't something you want to choose on vibes alone.