As I have said earlier, it is not AT&T or any other carrier that does the locking, it is Apple. Apple is already complying with carriers by locking iPhones sold under contracts during sale. As far those sold at full price, Apple chose to keep them unlocked from get go. While AT&T could get nasty and try to get Apple to lock them back, the chances of it are slim to none given how they no longer have to bend over backwards as much to keep them happy.However, AT&T has never locked the non-contract iPhone 4 models that went on sale earlier this year, even the ones that weren't formally sold as "off contract."
From what I have heard, when Apple started offering iPhone 4 unlocked, there was no specific unlocked model in their stores. If you came up to the rep and requested unlocked iPhone 4, they would yank AT&T one of the color/size that you asked for from inventory, check the appropriate item on their POS device (probably Device Only as they do now), have you pay full price and you were good to go.
Now, I have an interesting question for those who have purchased their iPhones 4S at Apple stores and activated them with Verizon or Sprint. If you don't mind, try popping your SIM slot and see if there is one inside, and if so, does it happen to be AT&T's? This help solve a puzzle about Apple's logistics when it comes to the inventory that they keep in their own stock. I seriously believe that at this time, all 4S units come with AT&T SIM inside given that prior to sale they cannot know in advance what network any given unit will be activated with. When ringing you up, the sales person has a choice of 4 on their POS device: AT&T, Verizon, Sprint, or Device Only. Checking one of the first 3 prompts them to enter/verify your account info, whereas Device Only does not require anything further (other than the payment of course).
Don't bother doing this if you have purchased one from Verizon or Sprint directly as they probably do not come with SIM given how they don't need one.