Most will show a warning on boot, something like "the bootloader has been unlocked [...] Only store crucial data on this device if you know what you're doing".

Most will show a warning on boot, something like "the bootloader has been unlocked [...] Only store crucial data on this device if you know what you're doing". Yes, it might be possible to remove this warning with sufficient effort, but it is not like there is no way to compromise an iPhone.