You can buy unlocked phones in the states, as well, but they obviously bring a much higher up-front cost. It doesn't change the fact that manufacturers want their phones to be subsidized by the carriers in the US. They're not going to build a separate "more open" version for the rest of the world because it's simply not worth it.
You would be surprised. They are already building separate models for North America (so it is not separate for rest of the world, but separate for NA!).
In the United States. I saw an iPhone sitting in a glass case here for 600 Euro the other day.