I had unlock my AT&T locked iPhone XR before I could use the esim with another provider. I did the unlock through the AT&T unlock web page and then I had to do a phone reset and restore before the esim was unlocked. The esim only gets unlocked during phone activation which was triggered by the reset/restore step.
I would imagine that both IMEI's are locked to AT&T's network. I would submit requests for both. Once they have both been granted, you will need to restore your device through iTunes to unlock the SIM's.