Your description of your internal network and your OpenBSD configuration is not complete.
It seems to me that your problem
might be due to the definition of the
egress group. A contributing factor might be a different (or missing) nat instruction at the nat-anchor.
If you look at the example pf.conf excerpt in the "FTP Server Protected by an External PF Firewall Running NAT" section of the
Issues with FTP chapter of the
PF User's Guide, you will see that explicit external and internal interfaces are used, and there is a nat statement as well.
Here is a link for your convenience:
http://openbsd.rt.fm/faq/pf/ftp.html#natserver