I should clarify by stating that I received yesterday the T-Mobile unlocked version order from Apple Store online last Friday.
I took it out of the box, took out the T-Mobile sim card, inserted the AT&T sim card, and then did the restore. I did not see any activation screen or message of any sort. There was no unlocked message either. The phone works on AT&T network (tried texting and calling).
I then did the same with the T-Mobile sim card and the AT&T sim card a few times. No unlocked message from iTunes but the phone still works on AT&T's network. There was no activation screen or message when I had the T-Mobile sim card in the phone either.
Therefore, yes the phone is unlocked regardless if you see the unlocked message in iTunes or not. It works "right out of box".