It’s a known and common problem for custom ROMs, but in this case, it looks like you weren’t doing anything custom, and were just following official instructions, even to the point of those instructions strongly suggesting that you relock the bootloader.
Fairphone should really put more warnings; they don’t even seem to have the checks mentioned in the thread above.
You’ll likely need to send your phone in physically to have this repaired, as Fairphone refuses to release the software necessary to fix this yourself, likely because of other design defects with the phone that would make releasing that software a security problem. They generally charge some amount for this service, but in this case, it would seem inappropriate considering you were following their instructions.
Why would they have done that? It doesn’t appear to be mentioned anywhere in the official instructions from Fairphone, which they were following; it’s only mentioned on these forums, which, it is repeatedly pointed out, are unofficial. Certainly, it would have been better if they had known to run that, but here the fault appears to lie entirely with Fairphone, not the user, for not doing so, and it doesn’t seem right to suggest that they should have made sure of this beforehand.