The problem with unlocked phones is that people (Americans especially) don't know what they are.
Americans will only buy phones they hear about or find in the operator store. Most Americans also don't know what a SIM card is.
Apple probably would've sold the iPhone unlocked SIM-free if people understood that concept, but they don't, so they would've sold significantly less iPhones. Also, there probably would've been a lot of clueless Verizon, Sprint, or Alltel subscribers growing angry at the fact that they bought a phone that doesn't even work with their operator. Thus, I believe that Apple had no choice but to sell it though an operator in order for iPhone anticipation and sales to compare.
Nokia is trying to change people's ideas of phones by selling them unlocked and SIM-free, but it doesn't seem to be working. They've removed tons of their Experience stores, and probably because Americans just didn't understand it.
With that said, I love Nokia. They were my favorite mobile phone manufacturer until Apple came along with the iPhone. However, since the American cell market doesn't have the same phone philosophy as Nokia (and Europe for that matter), Nokia doesn't seem to care that much about our country, and it's hard to find one with the ever-so important 850 MHz band and a reputable place that sells them.