Let me snapshot
tl;dr: This can happen if you use a storage mechanism that doesn’t support snapshots (see here for more information). However, it seems it can *also* happen if you use external mountpoints.
I ran into the issue when trying out a script that backs up proxmox to a borg repository. I checked that the underlying filesystem (ZFS) snapshots worked as intended, and that the containers were actually stored on ZFS.
It seems there is an open bug relating to this, it is a feature that’s been requested for quite some time now.
While the proxmox tooling won’t let you snapshot if there are mountpoints, if you have storage that has snapshotting built-in (eg ZFS, LVM) it is possible to use that. Remember to back up the container config too!