The devices should officially come with a Nokia locked version.
The usefulness of these unlocked devices is that they can be loaded with custom ROMS allowing you to personals and use alternate operating systems that have been tweaked.
If you have already updated your device via Nokia Suite then you may have already lost the unlocked version.
Head over to XDA to find out more. However, we are not responsible for any damage that you may do to your device in the process of making use of the unlocked boot loader.