Make sure your firmware was unpacked correctly. In the tarball is a +CONTENTS file, a +DESC file, and an etc/ folder containing the firmware and related files. If you untarred directly into /etc, the firmware will be in /etc/etc/firmware, which would be in error.
Your dmesg fragment status, "could not map memory space" is disconcerting. If you have confirmed the firmware is in the right spot, then this error should be reported to the OpenBSD project. Use sendbug if you have a working NIC. I recommend this because the HCL lists the iwi driver and the 2200 BG as supported on the amd64 architecture.
Yeah, I note that the +CONTENTS say "@arch i386" -- but the man page for amd64 and i386 point to the same package.
As a circumvention, you could install i386 and see if the NIC works there.