Even though OpenBSD is tightly secured, computers running OpenBSD are still broken into. That might seem contradictory, but in truth it means that the person running the computer didn't understand computer security.
OpenBSD has many integrated security features, but people frequently assume that these features handle security for everything that can be installed on the computer. A moment's thought will show that this really isn't possible. No operating system can protect itself from the computer operator's mistakes. An OS can protect itself from problems in installed software to a limited extent, but ultimately the responsibility for security is in the hands of the administrator.