Hi,
I gave up on pfSense and decided to try OPNsense.
It had exactly the same problem.
That sent me back to basics, and I found that I had not enabled virtualisation (Intel VTX) in the BIOS of the KVM server.
I knew it was required, and had though it was enabled, but it was not.
With virtualisation enabled in the BIOS "pfctl -s all" shows a healthy set of filter rules, and the bogons error message in the log is gone.
Problem solved.
What led me somewhat astray was the fact that I had another FreeBSD 11.1 virtual machine running just fine on the same KVM server.
Hope this helps for those who follow via Google…
Cheers,
Phil