Re: My phone, my choice.
It doesn't need to work like that.
You just need a menu on the device that shows you the available networks, pick a network and tariff, enter some details and you're online. This would work for basic payg deals. For more complicated tariffs or contracts it can all be done online.
Only real drawback is the loss of temporary sim swaps, battery in your phone is dead you can't borrow one for the day until yours is charged up. This is becoming harder and harder these days anyway my spare phones take mini or micro sims, my current phone has a nano sim so I can't just swap my sims around.