Your quarrel is with the seller, not AT&T. The seller had a contract with AT&T. The seller has the obligation to disclose to you the lock/unlock status of the phone when they sold it to you.
If AT&T has a policy of unlocking phones when the contract is out, then it is the responsibility of the seller to do that before they sell the phone.
If they lied, your recourse is with the seller. If they told the truth ("this phone is locked to AT&T") then you shouldn't expect AT&T to unlock it for you. You got exactly what you paid for.
Sounds like you got burned, and now you expect AT&T to remedy your problem with the seller.