The reason I installed OpenBSD on this device rather than a ready-made firewall solution is that I had some ideas for a router that would protect networks with a lot of untrusted IoT devices. Some of them required changes to the network stack, and OpenBSD's proved to be very elegant and clean for this purpose. Not to mention the proactively-security approach etc.
FreeBSD has done a lot of work to enable SMP for their pf so that gives it the edge on modern multicore systems. This work wasn't able to be used in OpenBSD so that was unique to FreeBSD for a long time. Right now OpenBSD is in the middle of doing the same for pf and their network stack. So the performance difference shrinks on every release. The newer pf syntax and features make writing rulesets easier, like replacing ALTQ with prio for traffic shaping.
But to me I think OpenBSD PF is just so simple to use that there is no need for pfsense. It's a simple firewall, has no services except opensmtpd relay and pf. All other services are inside the DMZ.
It's literally, install and forget. But that's not to say you shouldn't have proper patch management.
One bit of feedback: It is a bit unclear what combinations of storage devices are needed for installation. I ended up with an unused SD card, since I just bought the whole list. Not a big deal, but it was kinda wasteful.