Apple stores won't get the sim unlocked versions for some time. Your best bet if to get an AT&T phone for full price. Those usually come unlocked, and if not, you can go to an AT&T store and they will do it for you for free.
I bought the 128GB iPhone 6 space grey from a store in MA near Boston which was unlocked. I am now using this phone in Europe.
You bought at apple store or at&t store?