Ooh interesting. I'd assumed (incorrectly) that OpenBSD tar was just libarchive like FreeBSD and NetBSD. I prefer BSD libarchive tar to GNU tar as /bin/tar on my Linux machines too for what it's worth.
OpenBSD is fairly brutal on allowing third party dependencies into base. I'm sure there is a package for both libarchive and gnu tar(Haven't actually checked, but I'd be surprised if there is not).