Ah, the beauty of emergency dialing

I actually owned this screen for Smartphone, so I can provide some insight.
This is a GSM Association requirement. From the SIM lock screen you must be able to dial any of the emergency number codes associated with the handset. On Smartphone the default numbers are 911 (US/Canada), 112 (Most of europe), and 08 (Mexico). This list can be configured through SIM card. The relevant specification is
02.30, section 4.4.2.2 and Annex A.
The screen you have above though isn't SIM lock, it's keyguard. So why does this work there? We went with the spirit of the regulation and made keyguard and device lock also allow emergency dialing.
Another interesting aspect to this is we don't actually send the number you dialed to the network. Instead we say "oh, you dialed an emergency number" and send a special command to the network that says "emergency call coming through!". This means you can dial ANY of the supported emergency numbers and you'll reach emergency services. You can actually give this a try (heh) by dialing 08 and pressing send. You'll get 911.
Yet another factoid about this: in the U.K. mobile operators are not actually required to connect you to emergency services if you aren't one of their customers. The mobile operators actually pay a hefty fee for each emergency call (on the order of $40 I think!), so there are actually some operators that don't let the calls go through if you're roaming on their network.
Neil