Do "unlocked" phones come pre-unlocked or just the ability to be unlocked? When you buy an unlocked (carrier-free) device, do the phones usually come unlocked already, or just with the ability to be unlocked easily? e.g. would the fastboot unlocked status be locked when it arrived? I believe this is referring to the bootloader lock and not the sim/carrier lock if those are different.
They aren't related at all
Unlocked phones refer to phones that aren't bound to any carrier.
It looks like you are mixing this up with bootloader-lock, whose tag wiki says

Some bootloaders are locked by the manufactures to prevent the phones from booting unofficial firmware images.

(Read the wiki and linked questions for more information)
These two are totally independent and as a security measure practically all mobile devices are shipped with boot loader locked while they may be carrier locked /carrier unlocked. For instance, in India we don't have the concept of carrier locking (barring a negligible few cases) and therefore all phones are carrier unlocked, while they are boot loader locked. How easy or difficult is it to unlock boot loader depends on the measures taken by the OEM and again has nothing to with carrier lock/unlock (carriers often make it more complicated)