PF not forwarding incoming traffic on loopback from one port to another
First of all, it's not pfctl (who forwards), but rather PF instead. pfctl is just a controlling utility (hence "ctl").

Now to debugging. You gave none of that info so that all is based on my own expertise and assumptions, read "guesses".

pfctl -si should show you if PF is actually enabled. Yes, rules can be loaded into it, but being disabled it won't process traffic.

pfctl -vsn should show if your NAT rules are getting any hits or they aren't.

And if you have some other PF rules applied you'd better be sure there's no set skip on lo0.