Unless xpdark.img is on sd0, or some part of the /usr/local hierarchy is on sd0, there should be no requirement for mounting any of its partitions on OpenBSD.
(An example: Suppose your guest was OS X and your USB device contained only a single foreign filesystem for which there is no filesystem driver in OpenBSD, such as HFS. Or your device used GPT instead of MBR. Or your guest architecture were SPARC and the device had no MBR... etc.)
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