There is no rule in Europe that requires bags to be unlocked. If they need to get into your bag, they will just cut the lock.

Personally, I always lock my bags, both to keep my things in there and to prevent someone adding something to my bag. I've never had the lock cut in Europe (most of my travel) and the only time the TSA had to remove my lock is when I packed peanut butter, forgetting that it shows up in some scanning machines as the same density as explosives. I like the idea of the cable ties, but I keep forgettting to get some.