@Andrew awesome, thank you for your explanation. After reading a bit more about MTU (see this) I get it now. I looked up MTU in OPNsense for the VLAN interfaces and was surprised that it automatically uses 1496 MTU, which explains why it works and means I don't have to adjust my host's MTU settings, which I really didn't want to do.
Now, as far as I understand, keeping it this way could introduce some split packets and therefore potentially limiting throughput. To fix this, I would need to increase the MTU to 1504 or larger. However, after some more reading (thanks for the keyword "baby giants"), it seems that today, MTU is just a "guideline" for LAN. I will keep the host MTU at 1500 for now.