OpenBSD relinks sshd. Which is relatively small thing that is linked from relatively large objects (ie. it is the typical modern C code). Relinking thing like glibc on demand is going to be problematic, because it is structured as to allow small binary sizes for static linking and thus almost every function that is part of glibc API is a separate compilation unit and object file. Linking that into .so is slow, no mater what kind of optimalization tricks you implement in the linker.
Yeah. That said, I'm suggesting that if it was really too slow, though, it'd probably be infeasible to relink libc, the kernel, etc. at bootup. It's not a direct comparison to be sure.