Official OpenBSD support: last steps

After #3184 is merged, there might be something left for OpenBSD support. Since navigating #416 is by now impossible, I've chosen to close it. Let me paste here this TODO list from @borsboom (https://github.com/commercialhaskell/stack/issues/416#issuecomment-220801230):

> Steps remaining for official OpenBSD support:
- [x] Have `stack setup` use bzcat/xzcat to uncompress GHC bindist instead of relying on `tar` to do it (see also https://github.com/commercialhaskell/stack/issues/2283)
- [x] Await a Stackage LTS snapshot that uses GHC 8.0.x and update the Stack build process (and integration tests) to use it
- [ ] Ensure integration tests pass
- [ ] Integrate into release process (I've already added a starter Vagrantfile in `etc/vagrant/openbsd-5.9-amd64/Vagrantfile`)
- [x] Perhaps remove old not-quite-working OpenBSD bindists from [stack-setup-2.yaml](https://github.com/fpco/stackage-content/blob/master/stack/stack-setup-2.yaml), to avoid confusion.

EDIT:
Status: install should at least work for GHC 8.2.1 on OpenBSD 6.1, now that fpco/stackage-content#25 and #3184 have been merged.