@Gertjan nice write up..
@Jozy you could always just have the wlc do the captive portal as well, the one reason I could see having pfsense doing it is if you also had wired devices on this same network that you wanted to have to use the captive portal as well.
Personally I have little use for captive portal.. For my guests that want to use my guest wifi network I just hand them a card with a qr code on it to get them on the network.. They would hate how long and complex the psk is to type in ;) hehehe
They really only make sense when you need to time limit someones access, or have them pay for access, or can not in anyway just let them know the psk, etc. There are plenty of use cases where it makes sense, but in a home or smb sort of setup not really.