None of the dynamically linked libraries that are needed have been added yet. This is because a Perl script, mklibs.pl, can be run on the root file system to create a list of libraries that are actually needed (mklibs.pl does this by running ldd on each binary). Get the script from http://m0n0.ch/wall/downloads/freebsd-4.11/mklibs.pl and run it as follows:

perl mklibs.pl $MWROOT > m0n0wall.libs
perl mkmini.pl m0n0wall.libs / $MWROOT