Another area where it isn't supported is NAT. pf will always nat to 1 IP, by default the main IP of the interface. You can update the rule to the one in the added virtual subnet, but it does not happen automatically.
So for fail over purposes this is not usefull at the moment, let alone loadbalancing.
This requires quite a bit of work I guess, if at all possible, I'm not an expert on pf. It might work with tagging packets with pf and based on the tag choose the route and nat rules later on. No idea if this is possible in some round-robin way.
For now I'll just go with VLAN's. Thanks for the input.