ZFS does support encryption natively, so can recommend that there. As far as “needing it yet” is concerned, your files have to live somewhere. No point reformatting and moving files back when you can just use it “as normal”. If choosing proxmox, it’s no harder to use than the standard EXT4, and makes NFS exports even easier.
Windows file explorer supports NFS as of Windows 2000, so it works fine for that as well. There’s nothing “advanced” about a media center. It just makes things pretty, and convenient.