My question is very easy: do I have to unlock the bootloader on every single phone to change its rom or its firmware, or someone need it and someone doesn't?
The answer is also easy: some don't need it.
Most if not all AT&T/Verizon/Amazon devices are bootloader locked, yet some are popular enough that devs worked ways around it. A common-sight solution is called Safestrap.
- Safestrap for AT&T Galaxy S4
- Safestrap for AT&T Galaxy Note 3
- Safestrap for Motorola RAZR
- Safestrap for Amazon Kindle Fire HDX (3rd gen.)
Do note that, with the lockdown measure becoming heavier over the years, there's no such solution I know of for recent devices. Even for older devices, Safestrap took a considerable long time to be developed/ported.