I think sometimes when people want to buy this phone they prefer it locked. I'm not sure why either. Once unlocked the warranty is void.
Keep in mind there are 3 states to the bootloader.
1. Locked Status Code 0 (as it ships from the factory)
2. Unlocked Status Code 3 (when the bootloader is unlocked)
3. Locked Status Code 2 (aka RELOCKED, after you use fastboot oem lock command)
If the status is Unlocked or Relocked (code 3 or 2), you'll get the unlocked bootloader warning at boot up. While you can replace the Logo.bin to hide or remove the message, any subsequent flash or ota that replaces logo.bin will cause the warning to return.
We do not have a way to toggle back to LOCKED Status Code: 0 as it came out of the box.
In other words, even relocking doesn't take you back to 100% completely stock.