Interesting - thanks for the replies. I've made myself an ethernet loopback connector to fix this, so I'll give it a go and see if it works. The last reply doesn't sound too encouraging though.
It's not the behaviour I was expecting, or hoping for, though. Is there any other way to maintain activity if nothing's connected to the LAN interface in this scenario? Presumably this works OK with off-the-shelf routers as they have built-in switches?
To give some explanation as to why I want this, I have my ADSL modem in my hallway separate from the rest of my network. vr1 is my WAN interface, connected to the modem. The rest of my network lives at the other side of my house and has a wireless client device that connects to ath0 to give internet access. vr0 (LAN) is normally unused, but I occasionally plug devices into this and obviously want them on the same subnet as the rest of the network, hence the bridge. Well, this is the way that it currently works with my DD-WRT router, and I was hoping to simply replace that with the ALIX/pfSense.
If it's not possible to keep the bridge up in this scenario, is there any better way of configuring it whilst maintaining the same functionality?