I asked explicitly this question to Microsoft consumer care. They said: you will have to buy another copy. That's it folks. Just don't do business with this company: they don't know how to play.
I'm not a USA citizen, but as a Brazilian (country which all kinds of operator locking were ruled *illegal* a few years ago), I seriously recommend you guys to unlock your phones, being it legal or not, you needing it or not. It's a simple matter of having your rights respected.