I'm not sure how this works anywhere other than in the USA, but in my experience in the USA if you buy a subsidized phone you sign up for a contract. If you then use your phone on a different network, you STILL have to pay the contract, so there's no rational justification other than needless control to lock your phone - if you get another contract you're still paying your 40-60$ per month for the contract that subsidized your phone costs, so no, at no point does your phone provider lose money or not recover their costs if you use your phone unlocked.

Just wanted to point out the folly in saying you don't own the phone - technically you don't /own/ a house when you take out a mortgage on it until the mortgage is paid off either, or a car until you're done paying the car's cost off, but no one says the loan issuer can tell you what you can do inside/to your house or where you can drive your car.