Except I would have nothing to import. Unless it takes zone files directly. Either way I have no reason to. I try to keep the firewall/routing stuff on pfsense, and everything else on it's own server/VM. I eventually want to replace the pfsense box with something smaller. I might build a separate stand alone VM server that runs pfsense and DNS though. Basically it would be separate from my main VM environment and run as a stand alone machine. I used to have DNS in a VM on my main environment but that ended badly when I realized I need DNS running to be able to map the LUNs and I need the LUNs to be mapped to start the DNS server. I just shoved it on my environmental control server for now. I will eventually replace that with a RPI.
I think my old machine has VT-D, so I could build a small VM server with it, it was fairly low power. This server would use local storage and everything so I could at least run the basics without the rest of the servers, ex: in a power outage situation. Could maybe even put the VPN server on there. That's something I could do in pfsense actually, I set it up before I had pfsense so that's why it's on it's own server.