It occurred to me that Dieter wrote in gmane.os.netbsd.general:
>> is there something else I could do to prevent pkg_delete from
>> wreaking havoc?
>
> mount -u -r /usr
>
> I keep /usr and a few other filesystems mounted
> readonly most of the time.

Well, but that would have the same effect as telling pkg_delete only to
remove the entries in /var/db/pkg. And, it would *prevent* packages from
installing later on.

Anyway, it turned out that I had a bad build. Fresh sources don't have this
problem :/