man pkg-delete reports:

     -a, --all  Deletes all installed packages except for pkg(8) from the
                system and cleans the database of information related to
                removed packages.

But the fact is that it stops at pkg and does not
delete the rest of the packages:

# pkg delete -R -a
Checking integrity... done (0 conflicting)
Deinstallation has been requested for the following 262 packages (of 0 packages in the universe):

Installed packages to be REMOVED:
. . .
Number of packages to be removed: 262

The operation will free 5 GiB.

Proceed with deinstalling packages? [y/N]: y
[1/262] Deinstalling lumina-1.2.0.p1_2,2...
. . .
[234/262] Deinstalling pixman-0.34.0...
[234/262] Deleting files for pixman-0.34.0: 100%
pkg: Cannot delete pkg itself without force flag

# pkg info
pkg-1.10.1                     Package manager
pkgconf-1.3.5,1                Utility to help to configure compiler and linker flags
png-1.6.29                     Library for manipulating PNG images
portmaster-3.17.10             Manage your ports without external databases or languages
powerpc64-binutils-2.28,1      GNU binutils for powerpc64 cross-development
printproto-1.0.5               Print extension headers
qemu-user-static-2.8.50.g20170307_2 QEMU CPU Emulator github bsd-user branch - static user targets
qtchooser-39                   Qt tool wrapper
randomio-1.4                   Multithreaded disk i/o microbenchmark
randrproto-1.5.0               Randr extension headers
recordproto-1.14.2             RECORD extension headers
renderproto-0.11.1             RenderProto protocol headers
rsync-3.1.2_6                  Network file distribution/synchronization utility
sqlite3-3.18.0                 SQL database engine in a C library
synth-1.69                     Custom package repository builder for FreeBSD and DragonFly
u-boot-pine64-2016.05_1        Cross-build U-Boot loader for Pine64
u-boot-rpi2-2015.04            Cross-build U-Boot loader for Raspberry Pi 2
u-boot-rpi3-2017.01            Cross-build U-Boot loader for RPi3
u-boot-sinovoip-bpi-m3-2016.05 Cross-build U-Boot loader for Sinovoip Banana Pi M3
unzip-6.0_7                    List, test, and extract compressed files from a ZIP archive
videoproto-2.3.3               Video extension headers
xextproto-7.3.0                XExt extension headers
xf86miscproto-0.9.3            XFree86-Misc extension headers
xf86vidmodeproto-2.3.1         XFree86-VidModeExtension extension headers
xineramaproto-1.2.1            Xinerama extension headers
xmlcatmgr-2.2_2                SGML and XML catalog manager
xproto-7.0.31                  X11 protocol headers
zip-3.0_1                      Create/update ZIP files compatible with PKZIP