Isn't Proxmox intended for servers whose only use is to run VMs? Why not go for a traditional desktop distro like Mint and run KVM, QEMU, or VirtualBox on it?
Anyway, I have heard something like this, but it probably depends on the anti-cheat. Some might run in kernel mode to deliberately detect VMs. Others won't care if you use a VM.
It sounded like OP wanted to install Proxmox on their main PC, which would imply using it as a daily driver desktop OS, which it isn't.