the problem is that /etc/default/grub is installed as config file by the debian packaging. if the packages are updated after installation and the /etc/default/grub file in the package has been updated, it will only be overwritten automatically if there were no manual changes. if there were manual changes, it will display a prompt and let the admin decide. because the PVE installer touches the file if you install on zfs it is seen as "manually edited", and you will get prompted on upgrades (once).
just review the changes if you get such a prompt, it is usually pretty obvious which is the right decision. when in doubt, keep the local one and ask on the forum whether it was the right decision (in the "keep local version" case, the package version of the file is kept with a ".ucf-dist" suffix, e.g. /etc/default/grub.ucf-dist , so you can revisit your choice).
in the 4.3 to 4.4 (or rather, grub -pve4 to -pve5) case the difference is one line of a comment which got dropped when reworking patches - in other words, it should be immediately obvious that you can install the package's version if nothing else has changed (this was unintended noise, but now it can't really be reverted without causing even more noise)
