Wow that was pretty fast, by OpenBSD standards. nginx was just added to base a release or two ago. Thanks.
It's understandable when you know that httpd was spun out of relayd: they basically had almost all the work done and figured they'd might as well do the last few bits needed ot make it a standalone HTTP daemon.
http://undeadly.org/cgi?action=article&sid=20140827065755
Edit: Adding in the link to the actual commit: http://marc.info/?l=openbsd-cvs&m=140908174910713&w=2