I'd be interesting in knowing what their thinking is as well. If I had to totally guess - it would be that the OpenBSD team has 15+ years of world-class expertise in writing safe/secure C code, and that switching to a different language would (A) mean having to learn how to do this all over in another language (albeit in a much, much easier manner) and (B) dealing with the abstractions that a language might bring, that didn't exist when you were writing in C.
Presumably the advantages of having a memory safe language don't have the benefits for the OpenBSD team that outweigh the negatives. Yet. I guess time will tell.