I don’t believe that’s a pixel specific benefit but yes relocking the bootloader is best for security. The unlocking process is needed to install an alternative OS though.

For those on Pixel devices, check out GrapheneOS. If not CalyxOS or LineageOS

Its important that we have devices that we control. If your phone doesn’t allow bootloader unlock so you can install a different operating system, that’s a problem. Claims that security is compromised if bootloaders can be unlocked are just companies using a convenient excuse to maintain control over a device you paid for.