Works also with OMV 5 (Debian 10) on Proxmox (KVM). I Think there is one Point Missing:
apt install qemu-guest-agent
systemctl enable qemu-guest-agent
systemctl start qemu-guest-agent
So the guest-agent will be restartet at the next reboot. Here th OMV works fine: Is rebooting called from Proxmox and it's shutting down called from Proxmox. So it is working fine while restarting the whole host.
VG - Fossi