Nothing problem with OpenVZ! some of my server using OpenVZ, I think it is not about what the environment is, the important things is what OS you are using, kloxo and kloxo-mr that I know is only can run very well on Centos.
Do not judge before you try! nothing is perfect, like cpanel, direct admin, webmin, and etc sometimes can not installed properly on your server, it is a lot of possible causes, we know sometimes software has a bugs but not always software problem, maybe because your repo is bad or other technical problems that may occur.
So, just try it. Install Centos on your environment and try Kloxo-MR, if you found the problems just ask here.