Not something FreeBSD would do. I'm not familiar with NAS4Free, but some appliance-based embedded systems will mount a read-only partition in memory, the contents of which will be overwritten on boot as it will fall back to the "known good" values. This makes for easy upgrading and support, since it's and appliance and should be running the same "firmware".
Usually there's a method to commit changes. In the case of pfsense/FreeNAS, there's a config directory (/config maybe? /cf?) that will overwrite corresponding files in /etc if they are present. Alternatively, you could mount / as read-write, install news/sabnzbdplus, and then re-mount / as read-only. Or, more accurately, you may have to mount the flash media holding your image, where appropriate.
In any case, what you're experiencing is likely a symptom of NAS4Free, not FreeBSD itself.