I can't find the ath module in /boot/kernel or /boot/modules and I don't see the module loaded either.
You won't. Just about all necessary drivers are built into the pfSense kernel.
The AR9287 appears in the pciconf output:
$ pciconf -lv
none2@pci0:3:0:0: class=0x028000 card=0x30a4168c chip=0x002e168c rev=0x01 hdr=0x00
class = network
and in the dmesg output:
pci3: <ACPI PCI bus> on pcib3
pci3: <network> at device 0.0 (no driver attached)
The kernel doesn't include any driver prepared to claim the AR9287 card in your system. Maybe one of the pfSense developers can account for this. (Perhaps sometime in the pfSense 2.0 development cycle they reverted to an earlier version of the driver to work around a reported problem and neglected to check the support statement.)
You might be able to get your card working by copying the ath driver (if_ath.ko) from a stock FreeBSD 8.1 install to the appropriate place on your pfSystem system, then loading it into the kernel. If that works (ifconfig shows an ath interface, you can add it and configure it in pfSense etc) then you should add the line
to /boot/loader.conf.local (creating it if it doesn't exist) so the driver gets loaded automatically on reboot.