VPN service, Proxy, etc.
What does etc. really means? Squid, Snort, ClamAV, pfBlockerNG, SARG, SquidGuard and DPI on top?
It makes a huge difference.
or I can run VMware esxi 6 using board, and install pfsense on the host and WAN port will be connected to my modem.
Why, I would install pfSense natively on that board and then it will be enough for all your requirements.
For ~$65 more if you are able to get it sorted take and go with the C2758 one.