I have been asking myself the exact opposite. In the US it might not matter, but down here buying your phone outright and using it with a sim-only plan is simply cheaper (although most people don't). Also, I can change plans and carriers whenever I want. Who wants to be stuck for two years at a time?
That's why, I guess.
That's also a point. If you want to ever unlock, but don't need it immediately, you're better off buying it in contract and cancelling so that you can have it pro-rated instead of paying the full price.