You'll find that unlike macOS, ssh-agent doesn't automatically run at startup on OpenBSD, so you need to initialise it, which is quick and easy but somewhat abstruse.
First, don't do the seemingly obvious and simply run ssh-agent like so:
$ ssh-agent SSH_AUTH_SOCK=/tmp/ssh-MUxDCsIBiG5G/agent.38206; export SSH_AUTH_SOCK; SSH_AGENT_PID=65950; export SSH_AGENT_PID; echo Agent pid 65950;
Despite what you might intuit from the output, ssh-agent has only printed the shell script needed to initialise the daemon—it hasn't actually set the variables. Instead, we should evaluate the output, which will set both the SSH_AUTH_SOCK and SSH_AGENT_PID variables that allow ssh-add to communicate with …more ...