Dominik, the short answer is: no, no WPA in OpenBSD. The long answer
lies on many, many, many posts on this list. (http://marc.info for more
details), but for a preview of all that: is not going to happen anytime
soon because no one actually provides code for it and so far not a
single developer wants/need it on the kernel. The reasons for this are
very well explained.
Just asking for features is not the right way to approach this community
unless they come with some code attached :-d
Believe me WEP+IPSEC (or WEP+ssh for that matter) works very well.
Luis