Why do you believe you had greater performance vs Opnsense? Just the hardware, or something else?

I don't know why, I read some places that there are issues with drivers for these SFP28 cards in FreeBSD vs Linux which VyOS is based on.

The performance is significantly better for traffic going through the firewall. My previous speeds tests under opnsense where directly on opnsense vs now on a proxy that is routed through the firewall.