I think you need to enable Soft Updates: https://www.openbsd.org/faq/faq14.html#SoftUpdates
I don't know why it is not done by default, running without soft updates feels like using a filesystem without a journal.
Indeed, it was recommended by several people that I add that and noatime. That's active on my mount points.
I'm not overly familiar with OpenBSD (although I do want to try and play with it sometime soon) What filesystem does it use?
FFS (Fast File System) or FFS2 (Enhanced Fast File System)