I tried what you mentioned but like expected it didn't work.
I compared with my FreeBSD (where X forwarding works for all my machines) and saw no difference between the "ssh_conf" and "sshd_conf" files from FreeBSD and OpenBSD. I even think it's enabled by default.
This is default value, so this would imply you need to enable this one to disable X forwarding.
Could it be that I missed installing some components? In FreeBSD I simply build Xorg from the ports and it works.