Installing additional services is unsupported, might break OPNsense, a future OPNsense update might break your services.OPNsense is an appliance OS, not general purpose.Of course it is technically possible, but you are on your own.E.g. if you "pkg install samba" from an official FreeBSD repo, that might pull in dependent libraries that are incompatible with the versions present in OPNsense. OPNsense uses its own repository with a limited and frequently changed set of packages.
If you really want to run OpnSense on the same hardware as additional services at all (despite the security risk involved), it should be done the other way around: Run OpnSense alongside other VMs on a hypervisor, such as KVM, Xen, VMware or Proxmox.You should not put the services on your OpnSense box for the reasons @pmhausen gave.