This allows Proxmox to be able to look into the VM and manage it.
source: https://www.snel.com/support/nstall-qemu-guest-agent-for-debian-ubuntu/
In Proxmox, enable the agent in options.
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sudo apt update && sudo apt -y install qemu-guest-agent
sudo systemctl enable qemu-guest-agent
Now power off. Reboot does not seem to be enough.