ProxMox VE hypervisors feature cloud-init VM provisioning through an autogenerated config drive in NoCloud format. While Vyos provides a cloud-init package, it appears it won't configure the network interfaces on such a setup, which is a bit of an issue for machines supposed to act as routers :-)
On closer examination, the cc_vyos.py file seems to contain network setup code, but only for the OVF method. The attached patch adds support for the NoCloud method. Note that I'm definitely not a Python programmer, but I hope there aren't too many mistakes, as the corresponding code is quite simple. I've also confirmed it to work on my ISO builds, so there's at least that.