No, they can't do that. Unlike other technologies such as CDMA and TDMA (IS-136) where you have to register and authenticate the handset's ESN to activate it on the network no such stipulation exists for GSM. If an operator (such as Sprint PCS for example) doesn't want you to use certain equipment on their network all they have to say is that they won't activate any ESN other than what they sell or have sold in the past for use on their network and check it against a database which they hold. Operators can be as cooperative as they wish or as uncooperative as they wish. T-Mobile for instance has no problem securing the unlock codes for any of their handsets.
They'll even attempt to get the unlock for present subscribers from competing operators. They can't get codes for AT&T Wireless because AT&T Wireless never released unlock codes under any circumstance. Still the AT&T Wireless subscriber with GSM equipment isn't totally out of luck. Some handsets such as are sold by Nokia have readily available unlock code calculators for PCs which you can download and generate an unlock code for your handset provided you know what your operator's MCC/MNC (mobile country code/mobile network code.) Also there are on line sites that will calculate the code for you while you're on line either free or for a small fee. Other manufacturers handsets can be unlocked with procured codes or by modifying the hardware with flashing and by other means.
It is only the arrogance of this "mouthpiece" from Cingular who insists that you have no alternative except to buy equipment from them.