OK, it's probably not supposed to work the similar way it does under control of other OS-es. It seems, that presently it works just partially, and it needs some manual work in addition - here's why:
http://openbsd.7691.n7.nabble.com/WPA-Enterprise-on-OpenBSD-td222636.html I didn't try it the way described there, since it looks cumbersome, and in this circumstances /etc/hostname.if-based method is simpler and more clear. Thanks again for your help. -- regards, Z.