Also true. Though, I wouldn't mind to wait two seconds more for 1. download into /tmp 2. check 3. add 4. rm /tmp/pkg Would have effectively saved me some time today.
Try something along these lines if it will save you time.
cd /usr/ports/packages/${ARCH}/all
ftp ${FAVE_PACKAGE_MIRROR}/OpenBSD/...
mget PACKAGE_LIST_*
quit
sudo pkg_add PACKAGE_LIST_*.tgz
