Yes, there was a brief humorous reference to that in the article: "The correct approach would be to run config after editing the kernel config, but the plot restricts us from doing that."
You can just edit the kernel config file before compiling.
It does. The author is doing things wrong on purpose:)
For normal usage on amd64 and i386(?), it is recommended not to compile the kernel. I think the article is geared to Developers and testers of OpenBSD.