if you lease a car from a dealer, you can still chose to fill it with gas from any provider>
Shhh... you will give them ideas!
Here in the UK, we do not have locking. I bought a Samsung phone on contract, and shortly after bought an Oppo phone. I swapped the sim cards between them because it suits my use patterns better. No problems here.
In the past, I have sometimes swapped phones with my partner, both keeping our sims, because one of us wants an upgrade when the other is due for one, but is happy with their old phone.
The only thing I can see sim locking do is lose sales in these scenarios.