Q1: How are you doing your "scan" ? From where?
Q2: Do you have any equipment on your local network (such as a SOHO router) between your OpenBSD system and the scanning server? If there is a NAT translation between your OpenBSD system and the scanning machine, that NAT platform may have port 21 open.
Port 21 is used as the incoming (listening) port for ftp servers. If you have a
default installation, the port is one of several managed by
inetd(8), which starts
ftpd(8) when incoming packets are sent to that port. But in the default installation,
inetd.conf(5) is configured with ftpd disabled, so the port would not be open.
If you issue:
$ netstat -an | grep LISTEN
you should see if port 21 is open or not.
If it is, the command:
$ fstat | grep ":21"
should tell you what process has opened it.