[jggimi]

This is what you should see in /etc/mail/smtpd.conf with a default install of 6.6-release. It is the action to relay which opens an SMTP session with other servers:

#    $OpenBSD: smtpd.conf,v 1.12 2019/07/24 15:31:53 kmos Exp $

# This is the smtpd server system-wide configuration file.
# See smtpd.conf(5) for more information.

table aliases file:/etc/mail/aliases

# To accept external mail, replace with: listen on all
#
listen on lo0

action "local_mail" mbox alias <aliases>
action "outbound" relay

# Uncomment the following to accept external mail for domain "example.org"
#
# match from any for domain "example.org" action "local_mail"
match for local action "local_mail"
match for any action "outbound"

Vultr makes a number of minor provisioning changes to their -release image, the most egregious of which is a useless filesystem partitioning schema. The general guidance by those of us who are Vultr customers is to:

1. Create any new VPS instance using their OpenBSD image. This ensures the physical server Vultr selects has its KVM hypervisor provisioned correctly for OpenBSD guests. Not all do.
2. Reboot the new instance from the NoVNC console, and at the boot> prompt, type bsd.rd, press the Enter key and boot the RAMDISK kernel.
3. At the "Install, Upgrade, Autoinstall, or Shell?" prompt, select Install and complete a brand new installation with filesets from the Project's mirrors, using your own selected partitioning layout.