Am I just going blind or is there no space between the second and third sentences? Is that an Apple-provided message?
That is a new sentence. Apple had gotten complaints about customers not knowing whether or not their phones was unlocked, and I got routed to an Engineer, after that complaint they started adding these new messages, better explaining why the phone is not operational. It used to just say, "Please insert another SIM...etc" then they added the new sentence. Without putting a space.
There is always carrier confusion. Call, complain, and then only buy from Apple.