Hey there!
Wanted to do some follow up on this issue. I have the same issue you are having and I tried requesting the phone to be unlocked again on AT&T thinking that would solve my problem. However, nothing changed. I ended up calling Apple and I was told to call AT&T which was a total failure. I had to end up calling Apple again. At this point only was I able to find someone who was willing to do something for me. It seems this is a major issue and it's pretty difficult to get solved.
They had to transfer me to a Senior Advisor who after listening to my explanation concluded that this had to be forwarded to the Engineering Department and for this he had to create a ticket and do some folllow-up. That was last tuesday I spoke to him. Ever since that conversation he has called me two or three times asking for additional information (ICCID of the SIM Card being used to activate the phone, carrier with which I wanna use the phone with, etc). He told me I should hear back from him again tomorrow hopefully with a final response from the Engineering Dept. and a solution to this crazy issue. The name of the Senior Advisor in charge of my case is Richard, if that helps at all.
If you haven't taken these steps yet, I'd recommend you to be reeeeeaaallly patient as it takes some time (4 hours in the phone for me) for you to get them to pay attention to you. They might tell you to call AT&T and to speak to them but in my case that was just a huge frustration cause I wasn't an AT&T customer and this phone was bought used. They told me literally "WE HAVE NO WAY TO HELP YOU". So, just avoid the hassle. If the Apple advisor wants you to speak to AT&T ask him to transfer you, have him explain the problem to AT&T's unlock department (they are the only ones who get access to this people) and ask him to please stay with you throughout the conversation. At AT&T they might ask for the case ID with which the phone's unlock was requested, so have that ready in case is needed. Once the Apple advisor confirms that the phone has been unlocked he will take it from there.
That's the only way I got some help... and even like that I don't even know what will end up happening. I will let you know.. Let me hear on how are things going on your side or if you found a solution to this.