I went to the AT&T store and asked this today. He said that they have to activate it in store. I then asked why, if some people just had it shipped and then activated it at home and he said that activating it in store is their way of checking your account and making sure you qualify for the subsidy. He said the shipped ones have already already been checked with your accounts.
Personally I think it's just a line of crap. I would rather activate at home but whatever.