Sure you'd lose knox, but nobody really uses it anyways... But from what lineage is saying, it seems Samsung made unlocking impossible on North American devices.

I'm not sure what the law side of things is like for this, because I recall it being mandated that phones could be sim unlocked after contracts expire... someone should try seeing if there is a legal requirement for unlocked bootloaders.

Edit: I wish apps would also stop whinging about unofficial OSes or devices being rooted... banking apps, mostly.