What would cause the display to show "Unlock Door" after self clean when the door is not locked?

Most likely the door lock switch is not opening when the latch handle was slid to the left to unlock the door. If the latch handle was slid to the left with force before the oven cooled down the handle can be bent and causing the lack of movement to allow the door lock switch to open. It could be welded contact in the door latch switch too. It even could be a control board issue. I added an image of the door lock mechanism so you can see it and the switch.

Try forcing the latch handle to the far right side with the door shut until it the handle bottoms out against the frame. Unlatch the door and see if the oven will work. If not, leave the door open and gently force the handle to the right just enough so the handle appears straightened and then move it back to the full unlock position and try oven operation again.

If the oven display still shows "unlock door" I recommend calling a service technician to diagnose and repair your range.