I think it would be great to have OpenVPN (or any other VPN) built-in to FreeNAS as a default feature. Many users want to use their NAS boxes on the internet, or accessible via the internet and offering a VPN for them would secure their communications to the NAS.
One situation where I can see many users using it is when they have 2 NAS servers in 2 different colo hosting data centers and need todo ZFS snapshot or rsync backups across the internet, via 3rd party datacenter networks.