I don't know the answer to why it's not enabled by default;
although I seem to recall reading on the lists that there were
problems, historically at least, with pf's interaction with other
subsystems--when statically compiled into the kernel. As an
lkm(4), however, pf works well.
To enable the pf LKM at bootup--without having to recompile the
kernel--add it to /etc/lkm.conf, e.g.:
/usr/lkm/pf.o - - - - -
and ensure LKMs are enabled in /etc/rc.conf:
lkm=YES
Or, with a GENERIC kernel, I think you can just issue the command
modload /usr/lkm/pf.o
and make it instantly available, even on an up-and-running system.
Cheers, --Dave