On a new installation I have configured the dhcpv4 relay and setup the ip of the dhcp server and the interface LAN. As soon as I do it, no traffic is allowed to the internet. If I remove the relay configration and setup the opnsense as the dhcp server the traffic to the internet is possible.
While the dhcp relay configured DNS queries and traceroute works on the opnsense. But clients cannot access to the internet.
Oh it is clear now. The client does not had a route to the gateway.