I did have a pptp server within opnvz in the past, worked perfectly.
Within KVM you run your own server, so this should not have anything to do with proxmox then unless you mess up with the network. Make sure you attach to the right Bridge.
I recommend you to run pfsense in a VM as a PPTP Server - it's the most painless way to do.
I guess I should not tell you about the insecurities of pptp - still try to use at least l2tp server instead since this is also supported by most mobile devices!
