This is because some of the mobile service providers like Verizon do not use SIM cards for their network connectivity. An iPhone from Verizon do not have SIM card slot; thus the reason why they consider their phone as locked.
You're probably subscribed to CDMA & that doesn't require Sim Card & phones are locked to the providers such as Verizon etc!! Only GSM operators provide phones with Sim Cards which can be used globally if unlocked !!!