I go the container route, and have only had one issue: allowing HA to access my system's Bluetooth adapter. I had some ESP32s lying around, so I used ESPHome to make a Bluetooth proxy, which solved that issue.
I don't run addons though, which might be part of it.
Add-ons (now apps) can't be done without HAOS. It's one of those non-obvious things.
There's other things I forget which are also more difficult/annoying to manage on the container version.
I have a rather large docker compose stack so my first experiments with HA were as running it there.
That lasted maybe a week before I went and ran it as a VM instead.
Interesting. I also run HA in a container and getting it to pick up my Zigbee dongle was so easy I don't even remember how I did it.
I haven't tried BT, but my HA box lives underneath a couch with a big steel pull-out bed so I don't imagine it would work very well anyway.