Is this statement based on some inside knowledge of Apple store procedures? It seems entirely reasonable that Apple could have provided the stores with software that can check the validity of the firmware on the phone.They'll never know it's unlocked unless you tell them - they can't see anything but an error message let alone a home screen - just keep schtum.
Get it to an Apple store and say you were happily AT&T'ing away when suddenly.....
good luck, let us know how you get on!