Why? It’s a desktop distro based on Debian. Just use Debian.

You can

Proxmox

I suppose you could, but being that it’s Debian based I’d say just use Debian.

Any particular reason?

I’ve installed MX before, but I’m not sure why you would want to make a server out of it. I guess it’s possible, but it seems to me with all the hoops you’re going to have to jump through, why (not) use an OS built to be a server and be done with it?