We do not support Software RAID (mdraid) in offical Proxmox kernel.
The basic reason is that proxmox.com want to offer support for their system, and software raid would cause unjustified burden for us.
The problems are:
- Most system admins are unable to recover from a software raid error because they never read the documentation.
- RAID1 is not the onyl raid level - I we want to fully support software raid we need a quite complex interface to configure that (RAID5, RAID10, ..)
- We want to use LVM2 (snapshots). This adds an additional level of complexity, i.e. if you recover or if you want to extend your system by adding harddisks.
- One single failed disk can make the whole system unusable - we observed this with sotware raid - but never with hardware raid
- The developers know that Proxmox VE will not work with soft raid 
- It creates problems in proxmox special setup
- May stop working after an upgrade
See also forum: http://www.proxmox.com/forum/showthread.php?t=398
A German introduction to a Software Raid1. It just works on a single Host without Clustersupport.