Point of clarification: OpenBSD also accepts
firmware in binary form from hardware vendors, for loading into NICs and other peripheral devices. There is no functional difference between firmware loaded at system initiation or firmware stored on some form of ROM with the peripheral -- the OS doesn't run the code, the peripheral does.
You can elect to delete the firmware (stored in /etc/firmware), but then, you will not be able to use a device which requires it.
There are also devices with firmware licensing that prevent distribution within OpenBSD. Those are managed via third party packages and
fw_update(1). That tool is called by install/upgrade scripts.