Possibly, yes. Here's why. You're not attacking an OpenBSD host.
The hypervisor has a network stack that is engaged before any guest.
How else can you setup virtual switches, "attach interfaces", etc.
Assuming that stack is vulnerable in some fashion, you have the
opportunity to attack the guests from an entirely new angle. Moreover,
if your hypervisor is now compromised, why try to fight your way through
the network interface of the virtual firewall when you can attack the
firewall or other guests directly? Further, why even attack the guests
through their respective virtual network interfaces when you can poison
their virtual CPUs or other "hardware" devices?
IMO, this is a kin to the blob problem for hardware, but on a larger
scale. Your guests, OpenBSD or otherwise, are entirely dependent on
another layer of software. In this case ESXi, which is not infallible.
Does that explain it better?
jim@