Definitely not the case in Australia (thought as far as I know all carriers unlock for free/small fee). Locking at all is just a dick move - the telco already made you sign a contract, if you want to switch carriers, they still get their money.
Some English police stations have signs saying that they investigate all reports of stolen mobile (cell) phones, and if you make a false report of having your phone stolen you can expect them to find out and that they will prosecute you for it.
Apparently telling the telco that you had your phone stolen in an effort to get out of the contract was so popular the telcos started needing police incident numbers.
There is no such thing in Australia. While there certainly is more of a market for unlocked phones then in the US, the majority of phones bought in Australia are locked. This includes prepaid phones and phones on a contract.