It seems to me that subsidized phones are locked for a reason. The carrier wants to make their money back. If you decide to walk away from your contract and the phone is locked you can't use it elsewhere. Sure they still have you under contract but it's much harder to enforce it with an unlocked phone.
In this particular case the OP says he bought the iPhone 6 retail. I take this to mean that he has an unlocked, contract free phone that he wants to now swap in for his old phone on contract. I just don't see AT&T saying "oh ok, we'll unlock your old device even though we have no control over your new one. We trust you to honor your contract."
If the new phone is indeed locked then I don't see what the hub-bub is about.