I think I've found the source of the problem.
It's related to Proxmox 4.2 and Linux Containers.
Doing some more testing I found out that an import of a dump sql gets more than 7 minutes with a cpu load of 4,50 (last minute) in the Virtual Container.
The same import in an openvz container with other host with Proxmox 3 gets 8 seconds.
For those with the same problem... I found two posts regarding to this problem
They talk about the I/O write speed.
https://forum.proxmox.com/thre…-the-lxc-container.25773/
https://forum.proxmox.com/thre…grade-to-proxmox-4.25128/
I've not tested yet the solutions proposed there. I'll write back with my experiences.