A rough, bad 10,000ft view is that Docker gives you virtual OS envs within your computer (ignoring clustering stuff I don't understand) but Proxmox gives you a further layer of abstraction where the real-time hardware your virtual OS is running can be moved around at will with no interruption.

Gotta shut down Server A for some reason but that hosts your production bitcoin node? No prob, just pointy-clicky proxmox stuff (I haven't gotten to this level yet) and move your live node to Server B.

As for Docker, it does occasionally have breaking changes in new versions. Project X is for Docker v.foo but Project Y requires v.bar.