What's keeping you from running pfSense in a VM to get your all-in-one SMB server?
True! That would be a great idea. Even imagine if it could be done like a plugin for TrueNAS.
But running it natively on the server gives you all the nice benefits like HW offloading etc. When it comes to ISP speeds over 1 Gbit it really starts to get a bit CPU intensive, when running PFsense in a VM.