"Of all tyrannies, a tyranny sincerely exercised for the good of its victims may be the most oppressive." - C.S. Lewis
Freedom to do what you want with the device you purchased is a right that is not to be infringed upon, especially not for the reason "the users might hurt themselves".
Setting up a technically nontrivial flow to unlock the bootloader (e.g. connect the device to a machine with an SSH client, approve SSH connection request with scary message, SSH to the phone, execute a shell script that tells you that you shouldn't unlock this unless you know what you're doing, and after confirmation the script unlocks the bootloader) is more than enough of a deterrent for the vast majority of non-technical users.
The remainder are acceptable casualties - people who refuse to read warning labels are going to have other bad things happen to them anyway (drinking poisons, injuring themselves while working with power-tools) as a result of their foolishness, and the solution to that is not to take away the power-tools from the whole population, but to train them to read and follow warning labels in the first place.
Those technically skilled users who want to unlock their bootloaders (and, you know, do what they want with the devices they paid for) should not have to pay for the stupidity of a small minority of foolish people who refuse to read warning messages.