One thing I find appealing about OpenBSD is the simplicity. There are almost no daemons running on a default install. There's a greater sense of being able to figure out how the whole thing works compared to, obviously, Linux.
The file system layout, configuration file syntax, and man pages are just far more coherent. Using Linux a lot then trying OpenBSD, after getting familiar with the general layout, it's clear OpenBSD is more rigorous with where files go and the system as a whole.
I had some trouble setting up a network connection with my ISP. My ISP does not share technical connection details favouring you just plug in their provided router. Never doing Kernel dev or C before, I was able to go into the OpenBSD kernel code, spot the logline I was seeing in the logs, see why my config was failing by checking the logic and fix my config. This was only just after trying OpenBSD for the first time and being extremely unfamiliar.
The sad thing is outside of my router, I've not found an opportunity to run OpenBSD. On servers, I mainly use NixOs for declarative setup. Also, with Docker being ubiquitous today, I need to be able to run containers natively serverside.
The same for the desktop, if I switch from OSX to OpenBSD, I'm making a few sacrifices with not much advantage as a desktop user, but if I switched to Linux, at least I'd get native Docker support to compensate for some of the things I'd lose not using OSX anymore.
It used to be part of the kernel back in the day. It was called devfs. It was dropped because a userkspace implementaton is more flexible and easier to extend and tweak. udev also isn't the only choice, mdev also exists and works without running an actual daemon (there is a file in /sys or /proc which specifies a program to run on hardware events, mdev handles the event, then quits).
Of course, nowadays devtmpfs is also a thing, fully kernel space, but not at all configurable. Mostly meant for early user space like initrd and such. But if you don't need anything special it might work for you during regular use, too.