I have an installation with 4 nodes. It´s possible connect a USB device to a VM in other node. I suppose that this is specially important in an HA environment.
Connecting to actual hardware sort of breaks the virtualization abstraction. What if the node with the USB device goes down? I don't know if Proxmox supports what you are asking, but you could look into usbip, which is built into Linux, to connect USB remotely.
I just start using Proxmox but have a HA setup of 2 nodes and looking for this feature. Now I have a Raspberry Pi installed with the USB devices and do it with USBIP to mount them to the host. In case of a failure of my node I have to manually move the USB device to the other host. Maybe an automated system for this would be nice.