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Ah ok. I've done opnsense and pfsense both virtualized in proxmox and on bare metal. I've done the setup both at two work places now and at home. I vastly prefer bare metal. Managing it in a VM is a pain. The nic pass through is fine, but it complicates configuration and troubleshooting. If you're not getting the speeds you want then there's now two systems to troubleshoot instead of one. Additionally, now you need to worry about keeping your hypervisor up and running in addition to the firewall. This makes updates and other maintance more difficult. Hypervisors do provide snapshots, but opnsense is easy enough to back up that it's not really a compelling argument.
My two cents is get the right equipment for the firewall and run bare metal. Having more CPU is great if you want to do intrusion detection, DNS filtering, vpns, etc. on the firewall. Don't feel like you need to hypervisor everything
Yeah, I did do a test-setup with OPNsense in a VM today and it mostly works. But I see where you are coming from and usually I also prefer setups that are easier to maintain and with less footguns. I guess I'll sleep over it first.