you dont really understand how telco's work... the whole subsidy system works to get you onto the network and then giving them money for the extras. The networks see themself in the Google mould, selling you 'value added services' the RAN and everything that supports it is just a gateway drug, once your signed up for 2 years then your just a number thats going to buy Ring Tones, Mp3's, use data, etc, etc.. of course they want to keep you on their network.
ZTE HAVE where told by more than one Operator to beef up the security, and they have done it. however nothing is impossible and I'm sure there will be a sim unlock method eventualy.. just a matter of when
It can be made pretty damn inconvenient look at Nokia PA_SL3 for example.
I highly doubt zte has taken it to that level though.
(Forgetting that its damn foolish to get a phone which cannot already be unlocked especially as orange is such a crap network).
A way that would 99.99% certainly work would be :
Riff Box or ORT Jtag (Perhaps could work with something like a jtag blaster but it would be allot harder).
Get sim free skate and orange Monte Carlo
Clone the sim free one onto the Orange Monte Carlo (Over jtag) and change the imei back with a hex editor.
Or someone get the subsidy code from Orange for one and then do the same thing.
(I don't think I have ever topped up an Orange sim but I have bought loads of their phones.)
I think its unlikely Orange are selling the SF or OMC at a loss anyway.