> I've never understood why people buy phones from the carriers rather than from a retail store or online and insert the SIM (for GSM carriers).

Cultural momentum. In the US, phones used to be heavily subsidized by carriers via contracts. Even if you brought your own phone, and don't think the carriers gave you a big enough discount to make it economically justifiable, so the practice of buying "unlocked" phones never took off and was more of a niche thing.

That's all changed recently, with the death of long-term contracts, but old habits die hard.