This isn't anything specific to FreeBSD, but rather how VMWare maps the NICs into the guest OS. The same issue occurs with Linux.
While it isn't always possible to add all the interfaces you think you might need in advance, if you get stuck with this issue, you will need to go match up the MAC addresses VMWare has assigned to the NICs to the MAC addresses seen by pfSense, and reconfigure the interfaces appropriately if they have changed.