@srytryagn
Running pfSense virtualized on top of another system naturally adds an additional layer to the whole system, which may offer additional vulnerabilities and possibilities for attacks. These grow up with the number of services you're running on the host.
Hence I'd not recommend to run a production pfSense on a PC which you use for working, playing or any other purposes.
However, if you virtualize pfSense together with other machines on a dedicated hypervisor system I'd not much concerns due to security.
But Windows + Virtualbox is not really well eligible for these purposes in my opinion.
For instance, my home pfSense runs virtualized on top of Linux with KVM aside from a web server to achieve better utilization of my hardware and safe cables, energy and hardware costs.
The host itself is only connected to the LAN side of pfSense, so the firewall secures my whole system. The pfSense WAN is connected to the ISP modem and establishes the internet connection via PPPoE.
Natting the traffic on the ISP router is basically not a security issue as long as the router works reliably.
If pfSense can increase security for the VMs depends on your network design. pfSense, whether bare metal or virtualized, can segregate your (virtualized) network, you can drive this up to connect each VM to a separate network interface if you want, so that no VM can access anything without passing the firewall.