FreeNAS ans Proxmox differ in so many things. FreeNAS is mainly a NAS distribution, so 'network attached storage', whereas PVE is a virtualization software which is not (out-of-the-box) capable of serving files, so not a NAS at all. The former uses FreeBSD and the latter Linux and yes, they both have ZFS, but again, this is also not the same. Both implementation are similar but not equal. FreeBSD is much more advanced and stable than ZFS on Linux, because it is more mature and maintained by FreeBSD itself (part of the OS), whereas ZFS is not part of official Linux, so fewer people maintain it and everything is not as smooth as it is in FreeBSD-based operating systems. Also their open source license is compatible.
But back to the USB question:
The forum has many, many posts about using USB and why it is bad, so I will only summarise it:
PVE write a lot to the disk, mainly synchronising the backend of /etc/pve. Linux or in this instance Debian itself is not optimized for omitting writes. It does this on purpose and it's not going to change in the near future, so you'll going to wear out your USB stick.
Of course you can try it besides all the negative feedback here but please backup regularly because it will fail soon.
Oh ... and the configuration files for your virtual machines are not stored on the ZFS itself, but on the USB stick (in /etc/pve).
Why don't you just install PVE on the ZFS pool itself? It has only a footprint of roughly 2 GB (compressed) and it just works.
