Maybe they want to make sure it's:
- genuine
- not blocked by RIM
There are two kinds of PIN lock. One is easy to remove and is caused by the previous owner not releasing the phone from the BIS or BES system. This can be cleared by the previous owner or by the carrier if you can convince them to do it. The other PIN lock is done by RIM and is usually fatal and final. This is done rarely but when it is done, there is always a good reason for it, like the device is a pre-production or evaluation unit that was released into the wild.