Security benefit of using the PVE firewalls vs running a firewall inside a VMs OS is also that the guestOS can't change the firewall rules.
If I got all ports open on the PVEs VM level and then only block all ports except for port 80 inside the guestOS and then the VM get compromized, the malware/attacker might be able to disable the firewall of the guestOS and open all ports again.
If you set the rules on the PVEs VM firewall to drop everthing except for port 80 and the VM gets compromized, the attacker can't open any ports and is locked inside that VM with only port 80 open as an attack vector to spread across your network compomising other hosts or VMs/LXCs.
So it's more about reducing the amount of damage an attacker can cause in your LAN once you get hacked. Ideally your routers firewall won't let any traffic through from the internet to your LAN so you don't get hacked in the first place. Here using a VPN tunnel instead of making all services publicly available via port-forwards would help.