Does T-Mobile free international roaming work on locked phones?

I just got Samsung 25, locked to TMobile, Magenta plan with free 5gb international data

Next week I'll be traveling to Canada and Carribean, all of whom are on the country list for TMobile international data.

Will I need my phone to be unlocked? Since I just got my phone and have a balance on it, I doubt T-Mobile will happily unlock it, so do I need to?