The gates were left unlocked to give characters the choice as to whether or not to proceed.
There are similar signs in other parts of that area related to the contract with Milara. The point of the signs was to warn against, but not prevent, incursions into Milara's claimed territory. In other words yes...we're giving characters the opportunity to violate the terms of the contract, but if they do, they were well-warned.
Incidentally, there is a similar sign on the other side of the gate in the next area (after the transition)
In a "reality" sense, one could just as easily walk around Bloody Gate to get into the mountains, so from that perspective, locking the gate wouldn't address the point.
Also, the sign placement within Bloody Gate is a bit OOC. In "reality" the signs would not be inside of Bloody Gate but rather outside of it. For reasons of game mechanics, however, I put them inside.
I hope that makes a bit more sense.
In either case, it's probable that this will all change in the not-to-distant future, as the term of the contract will soon come to an end, if it hasn't already.