Excerpt from /usr/local/etc/init.d/openssh :
case $1 in
status) pidof sshd;;
start) start;;
stop) stop;;
restart) restart;;
keygen) keygen;;
*) echo "Usage $0 {start|stop|restart|keygen}"; exit 1
esac
...looks like you need to invoke it with the "start" argument, otherwise it will just (try to) display some help text and then quit.
/usr/local/etc/init.d/openssh start
Also if you don't back up your keys, it will generate new ones on every reboot, which can be annoying.
Edit 2014-12-29 15:40 : That is, assuming these things work the same on Pi as on x86.