If you turn off the phone and leave it in a drawer you will pay the minimum fees. The phone companies are aiming for the maximum. That is having you go over the limits, pay roaming etc. By letting you unlock the phone it opens the door for always receiving only the minimum. This is what they want to avoid.

You could argue that because the phone is locked to AT&T's network, part of the agreement is that you'll use AT&T's service if you take the phone abroad. Basically, by selling a phone that only works on its network, AT&T is bargaining for the right to any international usage of that particular phone, if there is any.

This is a very common contractual scenario--you get a discount for agreeing to only use one particular vendor, to the extent that you have a need for the particular kind of service they provide.

Well, not only are you not using their service, you're using somebody else's service when theirs is available.

As per your binding contract, you agree to only use their service in return for getting the phone at a subsidized price. Their incentive to charge you less for the handset (incurring a loss on the sale) is that you agree to guarantee doing business with them.

And if that's a problem, unlocked phones are still always an option.