It will only appear when the SIM is installed and yes, this is an indication that the phone is operator locked. In the event that you wish to carry over your phone number to a new contract you will need to remove the operator lock (which can be requested in writing to your specific carrier) which will then remove the lockdown.

However, this *should* have no bearing on your ability to pick up WiFi.

As a suggestion, you could always try to download the "Bleeding Edge Drivers" for WiFi (which enable monitor and packet injection), follow that up with fAircrack and attempt to monitor and scan for wireless networks using the wl1xx drivers instead.

If there's still no joy I would suggest that your WiFi chip has somehow been borked and it's a warranty job mate......