I think it's not locked because they don't lock them - in any event, there is no <simlock> section in the customize.xml:

K800i_CDA102511_128_R3A_O2_United_Kingdom.zip

The only locked O2 phones I've seen recently are pre-pay ones or the ones that are O2 specific models (like the XDAs).

If your previous phone had less media it's possible that they were playing with it in the shop and then did a master reset on it -O2 tend not to lock their preloaded stuff so you can delete it if you don't want it:

<media>
<image deletable="true" lock="false" unicode-name="Casino Royale 007.dcf">Picture_Sony Ericsson_3170.7.dcf</image>
<image deletable="true" lock="false" unicode-name="Casino Royale.dcf">Picture_Sony Ericsson_3171.6.dcf</image>
<image deletable="true" lock="false" unicode-name="Caterina Murino Picture.dcf">Picture_Sony Ericsson_3172.8.dcf</image>
<image deletable="true" lock="false" unicode-name="Daniel Craig Picture.dcf">Picture_Sony Ericsson_3173.8.dcf</image>
<image deletable="true" lock="false" unicode-name="Eva Green Picture.dcf">Picture_Sony Ericsson_3174.8.dcf</image>
<image deletable="true" lock="false" unicode-name="Shutdown.dcf">Picture_Sony Ericsson_3731.5.dcf</image>
<image deletable="true" lock="false" unicode-name="O2 Welcome.gif">Picture_O2_1653.2.gif</image>
<image deletable="true" lock="false" unicode-name="O2 Goodbye.gif">Picture_O2_1654.3.gif</image>
<audio deletable="true" lock="false" unicode-name="Cards.dcf">Sound_Sony Ericsson_3178.5.dcf</audio>
<audio deletable="true" lock="false" unicode-name="Roulette.dcf">Sound_Sony Ericsson_3181.5.dcf</audio>
<audio deletable="true" lock="false" unicode-name="James Bond Theme.dcf">Sound_Sony Ericsson_3646.4.dcf</audio>
<theme deletable="true" lock="false" unicode-name="Caterina Murino Theme.dcf">Theme_Sony Ericsson_3688.6.dcf</theme>
<theme deletable="true" lock="false" unicode-name="Daniel Craig Theme.dcf">Theme_Sony Ericsson_3689.6.dcf</theme>
<theme deletable="true" lock="false" unicode-name="Eva Green Theme.dcf">Theme_Sony Ericsson_3690.5.dcf</theme>
<theme deletable="true" lock="false" unicode-name="O2 Theme.thm">Theme_O2_1652.2.thm</theme>
<video deletable="totally" lock="false" unicode-name="CasinoRoyale.dcf">Video_Sony Ericsson_3657.6.dcf</video>
</media>