I live in the EU too (France), and any phone you buy directly from a carrier (generally heavily discounted, but tied to a more expensive plan) is carrier-locked, and can only be unlocked after a set amount of time has passed, or earlier by paying a fee (regulated by the EU if my memory serves me well).

Perhaps it's because I was less financially literate in the past, but I remember that as being the only way in the 2000s. There might have been laws passed to limit that practice and its abuses.

The smart solution, provided you have enough money, is to buy the phone elsewhere, and take a plan without a phone. It's always less expensive in the long term.