Linking of binaries fails on OpenBSD due to PIE support
OpenBSD provides since 5.3 version IIRC support for position independent executables (PIE) by default. This means GNU C bundled with OpenBSD by default compiles position independent code. GHC does not count with this and generates normal code and while linking linker complains about wrong relocations in linked object code. Example:
/usr/bin/ld: utils/hsc2hs/dist-install/build/Main.o: relocation R_X86_64_32S against `stg_upd_frame_info' can not be used when making a shared object; recompile with -fPIC
This of course means that build of GHC itself fails.