That's interesting because I see AT&T doing the opposite.

i.e. if you want a Nokia Lumia 920, they'll sell you one without a contract, but it's still locked.

I called them and told them I'd like to use it when traveling, and they told me that since I had been a customer with them for so long they'd help me out. They later came back and told me they wouldn't be able to unlock the phone for me until the middle of May.