FIPS compliance includes support for dubious cryptography and protocol standards. While it doesn't necessitate things like Dual_EC and extended_random, it does create a hospitable environment for their inclusion.
"FIPS support" also demands configurations that rule out some cryptography, some of it bad, some of it reasonable. FIPS support doesn't require OpenSSL not to implement those algorithms, but it does require a mode of operation that does.
Against that complexity, the only win is the ability to deploy the FIPS-compliant code in FedGov settings, which is something that an OpenBSD fork of OpenSSL doesn't need to do to be successful.