The replacement should carry over the same properties as the phone you're sending in.
I'd make sure I let them know too before I send it in to be sure you get an unlocked iphone.
If not they will make you call AT&T again and go through all the steps. Make sure you save the receipt that shows this phone is the replacement of the old one that was unlocked. It should display the new replacement and old IMEI number as proof that it was serviced by Apple.