That UGREEN DXP is a very nice box. I really should have a NAS myself.

The web-interface is great, and I think I might even prefer it to Vsphere's layout.
What is the purpose of dedicating the SATA controller to the TrueNAS VM?
More speed? Or just makes the setup more like TrueNAS is on bare metal?

Does it also let you run your VM's GUI in the browser?
That's something ESXi/Vsphere does pretty well.
Usually I would use VMware Workstation to connect to my ESXi host, and run VM's with GUI's inside of that.