Just put your data on some funny port, then? Or give it a long and hard to guess name, that might actually have sufficient entropy to be any use.
A less-than-16-bit "random" port is rather easy to guess. And, if you really want to do port blocking, read the pf man page. It is possible with a rule that adds IPs to tables. Perhaps after more than one knock for "added security..." In any case, I really don't see a need for OpenBSD to support these kinds of silly things, the people who really want to do them can find their own ways.
