I discovered that the default /dev/MAKEDEV does not create the xbd2 device entries, so a NetBSD domU does with three disks does not get initialized properly by default.
Normally, you run “cd /dev && ./MAKEDEV xbd2” and you are done.
But, now that NetBSD has an mfs based /dev, the results are not saved.
The problem is that if you edit /dev/MAKEDEV with vi, it renames the file, which means that it creates a new file in the mfs. (It is mounted with union option). Really, I think that the mfs /dev should be mounted below the real /dev, and also created elsewhere, so that one can decide of the node should be permanent or not.
I could have mounted the / on another virtual machine (one nice thing about virtual machines), but NFS exporting / to another NetBSD machine and mounting it (which it gets the underlying /dev), and running MAKEDEV was easier.