Also, if you unlock your iPhone with your carrier's permission, then they send the authorization to Apple and the next time you sync it through iTunes, Apple notices it's approved to be unlocked and processes it with an update. With this capability, they could easily brick the stolen iPhone.
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Actually to unlock the phone you have to restore it. So not quite that easy to brick a phone.
And before they do it they would have to be super careful to make sure it really was stolen and someone wasn't just screwing with a boyfriend that pissed you off