The ability to lock bootloaders on Samsung devices has been a constant claim from many users, that because of security reasons.
If you have a Nexus, it comes locked out of the box, and nobody can run ClockWorkMod from a external sdcard and grab all your partitions there. And if you unlock the bootloader you get the device formatted. On Samsung actually data can be stolen because of the previous explanation, so I am really glad they decided to implement it.
It's a step forward in security and goes in the direction of iOS which is almost impossible to read you data without knowing your passwords / fingerprints.