Thank you all (Christopher, Jay, Josh, who were the first) for pointing out
that 'wheel' is the group, and 'root' is the owner.
However, this did not explain why I could not, as superuser, change the owner.

I don't think many others will run into the problem, but let me report it
for completeness (in case we are are building a database with problems). I
booted of a IIcx.
1. I found that / was mounted read-only, fstab setting not withstanding
2. It turned out that / was mounted on /dev/sd2a, but the corresponding raw
device was not available.
3. Eventually I realised that I had first installed NetBSD on my home
system, a Duo with 3 HD's, and the system had correctly recorded the root
device as the third in the SCSI chain (an external disk). When my system
didn't boot on the Duo, I took it to my work, and plugged it into the IIcx.
The system booted nicely, but the root was read-only. Solution of the
mystery? On the IIcx my external disk became second in the SCSI chain; so
fstab contained /dev/sd1a as read-write, but the install program had
apparently set /dev/sd2a as root device, and mounted read-only. I had to
fix it using the mini-shell.
Edward.