Some UEFI systems get confused when disks contain stale GPT partition data. OpenBSD only supports MBR partitions, so up until quite recently it did not zap the backup GPT when initializing the disk on installs.
There was some initial code for this in 5.7, but a more thorough workaround went in after release. It may work with a 5.8-beta snapshot.
Unfortunately, this is one of many UEFI firmware problems. Some newer systems omit the CSM module (legacy BIOS) entirely and cannot boot OpenBSD at all.