arch1m3d3s The bootloader will always be locked by default (unless you buy it used and the seller has already unlocked it, which is not advisable), you buy a device with the ability to unlock it, to do this you need to enable the developer options, then OEM unlocking and you can unlock the bootloader by following the installation steps. The bootloader will be re-locked at the end.
There was no need to return your 3rd Pixel 8, you could have done so with the first one, I buy my Pixel 8 on Amazon and I was able to do it without any problems.