Maybe I'm misunderstanding the video, but it looks to me as if the situation is:

You are root inside a sandbox. As root-in-the-sandbox, you create a symlink and this gives you the ability to escape the sandbox.

(Whether this is interesting or not depends on whether anyone actually tries to use the sandbox facility in such a way as to give root-in-the-sandbox privileges to untrusted people or code. I don't know enough about OpenBSD to answer that.)

OpenBSD doesn't do different user accounts inside vs outside sandboxes; if you're root in the sandbox, you're root on the system.

So what? You're still root. You're relying on a sandbox to plug a few voids while you still effectively held keys to the kingdom before said voids were plugged.

I hear this excuse daily from developers who insist on running all their docker containers as root "because we have to".

If you're relying on a sandbox as your first line of defense you've already lost the war.