Yes, unfortunately you have to enter your carrier login credentials on the Apple website when ordering an iPhone, for all but T-Mobile; for the latter, the only option IIRC is to pay full price, so they don't ask for account information.

It's great you were able to get the one you wanted the day after launch, that's pretty unusual I think! I know the 7 Plus 128Gb was in pretty limited supply for weeks after lunch, and I'm glad I pre-ordered mine. I paid full price so it's fully unlocked.

As you mention, in the past I've walked in (well after launch) and bought contract-free full price phones, you can pick any provider and it will be unlocked. I typically bought the Verizon ones for family overseas, but there are only minor frequency differences in the models over the years.