For your case, posted by Fido's rep,
I wish to clarify something. All phones sold by Fido are locked with the exception of Nexus phones.
But for general case, apparently, yes, Nexus devices can be SIM locked. These articles proved that even Nexus 6 (which can be considered as quite new at the time of writing) on AT&T are SIM locked.
- Extreme Tech
The uproar truly started when it was confirmed that the AT&T Nexus 6 is SIM locked to that carrier. This is the only Nexus phone that’s ever been SIM locked (the Galaxy Nexus LTE wasn’t locked, it just didn’t have the hardware for other carriers).
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That SIM lock and the tethering check are a bit trickier — these are both deeply ingrained in the core of the device.... The SIM lock, which keeps the phone from working on other networks, is included in the baseband software. Again, there’s no way around that without major hackery.
- Android Police
It appears that the carrier's Nexus 6 variant is SIM-locked, won't let you tether without verifying your subscription status, and has AT&T's suite of ringtones as well.
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The SIM lock is stored independent of the ROM, somewhere that factory images don't touch. Presently, the only way to get rid of it is to get the unlock code for your device, which can be obtained by AT&T after your contract is fulfilled or the device is paid in full (assuming you bought it on a payment plan). If that doesn't work for you, there is also the option of purchasing the code from a 3rd party.
Also, a user manual from Vodafone for Galaxy Nexus, a forum thread by Verizon user and XDA forum proved that Galaxy Nexus could be SIM locked too.