Is it actually violating a law to unlock one of those cases if you don’t have any intention of actually stealing something?

It probably is.

My state has a definition in its shoplifting statute that includes tampering with packaging, removing tags, or defeating security devices even if the product does not leave the store. I’m sure others do as well. Technically they could probably bust you even if the very next thing you did was take the thing to the checkout and pay for it. Not worth it, in my opinion. Just buy from someone who doesn’t pull that shit and let that good old fashioned Free Market Economy these chucklefucks love so much take care of it.