Sure your iPhone 4 does not need to be activated when you request the unlock from AT&T but you still need to meet all the requirements that are posted on the unlock request web page.
The key issue is that is had to have been active on the line ( phone number / account ) that you are requsting the unlock against.
The biggest issue being reported is from individuals asking for unlocks for iPhones before their contract commitment is complete or they are submitting IMEI numbers of warranty replaced iPhones but they never contacted AT&T to inform AT&T that they had replaced the original iPhone on their account.