Comes down to personal preferences really. Personally I have been running truenas since the freebsd days and its always been on bare metal. There would be no reason you could not virtualize it, and I have seen it done.
I do run a pfsense virtualized on my proxmox VM machine. It runs great once I figured out all the hardware pass through settings. I do the same with GPU pass through for a retro gaming machine on the same proxmox machine.
The only thing I dont like is that when you reboot your proxmox machine the PCI devices dont retain their mapping ids. So a PCI NIC card I have in the machine causes the pfsense machine not to start.
The one thing to take into account with Unraid vs TrueNAS is the difference between how they do RAID. Unraid always drives of different sizes in its setup, but it does not provide the same redundancy as TrueNAS. Truenas requires disk be the same size inside a vdev, but you can have multiple vdevs in one large pool. One vdev can be 5 drives of 10tb and the other vdev can be 5 drives of 2tb. You can always swap any drive in truenas with a larger drive, but it will only be as big as the smallest disk in the vdev.