I was wrong.  There is a man page, but it's in the wrong directory.  Apparently,
the man pages in openssl-0.9.6b-1 were incorrectly installed in
/usr/share/man/man*ssl instead of /usr/share/man/man*.  Doh!

rpm -q --changelog openssl reports:

* Mon Jun 18 2001 Nalin Dahyabhai <nalin>

- add a script for creating dummy certificates
- move man pages from %{_mandir}/man?/foo.?ssl to %{_mandir}/man?ssl/foo.?


I'm curious why the change was made, and whether a corresponding change should
be made to man (`man openssl` currently fails and prints "No manual entry for
openssl".  same for other pages in the man?ssl/ directories).

The change was made to prevent overlaps between certain man pages (passwd.1
comes to mind -- if the openssl version is in the same directory, it's not
possible to select one over the other using the "man" command).

So what is the fix for including these manpages? Using MANPATH or man -M would 
require you to put them somewhere like /usr/share/ssl/man/man?/foo.? instead, 
right?

This is fixed in the current packages.