You're going to have to add a route for the second NIC, I think, or set up ECMP as per FAQ 6.14.
See
http://marc.info/?l=openbsd-misc&m=112672120932213 from 2005.
Edited later to add:
You may find the route-to PF rule option helpful for outbound ICMP echo requests. It should override the default route, though I am not certain. I've never used it.
My personal choice would be to just use multipath routing and ifstated(8).