SYSCONFDIR, initdb and postgresql.conf

On an OpenBSD machine I just compiled and installed 9.0.1.  The
./configure arguments included '--sysconfdir=/etc'.  Running
'pg_config --sysconfdir' returns '/etc/postgresql'.  The cluster is
running and I can create a database and connect to it.

However, initdb put the config files in the directory named by the
--pgdata option.  There is no directory /etc/postgresql.

Should I expect this?  How do I persuade postgres to put its config
under /etc?

Thanks
--
KM