Note that this package is tested against vanilla FreeBSD releases, and not NAS4Free/FreeNAS, or other appliance-type installations. So, in terms of that, I can't really help much in terms of what's going on. I suspect your issue is likely due to the root file system being mounted read-only in these types of systems which are designed to be appliances with their root partitions on solid state media, and as such, the ini file cannot be properly created. Without knowing more, I can only speculate.
I suggest mounting the root partition read-write (mount -u /, or whatever partition /usr/local happens to be on) and attempting to start SABnzbd+ once again (/usr/local/etc/rc.d/sabndbplus onestart).