Although "fresh and unlocked" is probably desireable in most cases...especially for us HoFo phone-dorks...it may not be the most desireable for the largest portion of the smartphone market, as much as I agree with your reasoning.
Carriers add a measure of convenience and security to the buyer that the manufacturer cannot match. What if you buy the device, and then realize (within 30-days) that it's just not the phone for you...or it's build quality isn't on par, or it's broken in some way? With the "factory fresh" phone, you'd have to send the phone back to the manufacturer or the phone store you bought it from and wait (while you are phoneless) for a return. With a carrier...it's as simple as bringing the phone into the store, and within minutes (in most cases), you're out the door with either a new model of the phone you bought...or another device that you like better.
Plus, as has been stated...the cost of the device is much lower. Many people cannot or will not spend the $500-700 on a device like the E71...but could afford the $299-399 that it would cost with carrier subsidizing. That kind of a more universal availability is what Nokia needs to step up into some form of credible market share here in North America IMO.