What phone are you using (make & model)?
Windows Phones, like the Nokia Lumia 710 that you posted this under, stay permanently carrier unlocked even after firmware and OS updates. Also the Lumia 710 hasn't had any updates for a really long time now, so I'm guessing you are using a different device.
I thought all the other cell phones worked the same way (that is, they stay unlocked once unlocked). But based on your post, now I'm not so sure.