http://niels.xtdnet.nl/papers/privsep.pdf
http://www.citi.umich.edu/u/provos/ssh/privsep.html
I would have much greater confidence in an OpenBSD project that included lomac or capsicum.
As a concrete example: my personal mail server (on a modern operating system) has its SMTP handling in a separate process from mailbox serving. If the SMTP process is compromised, and the attacker reaches uid=0, it doesn't matter -- no data from the mailboxes can be exfiltrated.
Only SMTP is broken, because mandatory access control prevents the SMTP "root" from doing anything the SMTP daemon would not ordinarily be permitted to do. The SMTP daemon is not empowered to read mailboxes, even if its uid is 0.
https://www.cvedetails.com/cve/CVE-2015-7687/
Then you compare its record to Sendmail...
OpenBSD robs you of one of the layers that is standard on every other operating system in the world: Linux, FreeBSD, Solaris, even Windows.
We use SELinux in my current place and while it's fine, things break/fail in odd ways and we're always tweaking it.
In the 6-7 years I did Windows administration, I trained a couple hundred people on ACLs and specifically how the SubInACL tool should be used -- for all but about a dozen of them who truly grokked it, that training was an ongoing process over the course of those years...
OpenBSD's advantage is in its simplicity, which ultimately is the best security. If you have a system that you can clearly reason about and design for where it might fail, you are better prepared for "when" shit happens -- because it's not "if". If your entire system is properly architected, this isn't actually an issue.
It doesn't matter that you have uid=0, you do not have the granted capabilities to do new things.
OpenBSD is a fascinating project, but it is _decades_ behind the state of the art in security.