After a little more digging I have found a reply from Ingo Schwarze to the exact same query.
https://marc.info/?l=openbsd-misc&m=155675569919423&w=2 >From their response, it sounds as though such an option does not currently exist in in pkg_info(1) and there is no desire for it to have such a feature. Hopefully the shell script I posted can be useful for some. Cheers -- Chris Rawnsley
