nginx now installs .so files in /usr/local/etc, where the configuration files lie. They should go in /usr/local/libexec/nginx or something.
A commit references this bug: Author: osa Date: Fri Apr 29 23:08:13 UTC 2016 New revision: 414318 URL: https://svnweb.freebsd.org/changeset/ports/414318 Log: Change the MODULESDIR from ${ETCDIR}/modules to ${PREFIX}/libexec/${PORTNAME}. Bump PORTREVISION. PR: 209151 Changes: head/www/nginx/Makefile head/www/nginx-devel/Makefile
Thanks for the report, the issue has been fixed!