In french law a phone can not be attached to a carrier.
Not entirely true.
A phone can be sold as carrier locked in France as long as an unlocked version is also available.
Apple is abiding by French law by selling an unlocked iPhone version (at a higher price than the carrier locked version) in addition to the carrier locked version with Orange. It is my understanding the official unlocked iPhone version sold in France can be used with French cellular providers only. If so, an official unlocked iPhone version purchased in France cannot be used with an at&t SIM card in the U.S.
In that case it is strange to loose warranty because of unlocking.
I believe this also applies to the iPhone sold as carrier locked with Orange in France (since an official unlocked iPhone version is also available due to French law), and this definitely applies to an iPhone purchased in the U.S. which is sold as carrier locked with at&t only. Modifying the iPhone's software or hardware to be used in an unapproved or unofficial capacity is against the license agreement for the iPhone and Apple reserves the right to not honor the warranty when doing so.
Apple has a defined business model for the iPhone which can't be compared to w-fi access. I have no problems with Apple's business model but I would have a problem with it if I traveled outside of the country on a regular basis for business. If I did, I would not purchase an iPhone.