Wow, that's fucking lame. I mean, here, it does tend to cost more to buy your phone outright, but any that you get from a carrier, you can quite easily just pop open and swap SIM cards. I think the carriers here are actually doing quite well out of that, especially with the teen market. Some people have SIM cards for, say, three different carriers, so when they want to call a friend on Vodafone, they'll put in their Vodafone SIM card to get the good Vodafone-to-Vodafone deals, then they'll swap to an Optus card to call somebody on Optus, etc.
Did you phone them to complain or anything? Though I can imagine they'd just say "our UK and US departments operate independently", bla bla bla.