This was the response I received from AT&T yesterday:
Please understand that we sell a lot of phones to AT&T customers at
no-commitment pricing. Since the Nokia Lumia was designed for use
exclusively with the AT&T network, we cannot guarantee its performance
with another carrier.
I have engaged management regarding your issue, at this time we're going
to make a one-time courtesy exception and unlock your Nokia Lumia.
Please understand that since this device isn't normally unlockable,
we'll have to retrieve the unlock code from Nokia, which will take
approximately 48 hours. I have provided the case number for the unlock
for your records.
I do apologize for any inconvenience this issue
has caused.
Thank you for contacting AT&T.
Then I got this response about an hour later:
Thank you for contacting AT&T Customer Care about unlocking your phone.
My name is Carlos B. and I will be happy to assist you.
We are unable to complete your request at this time due to the following
reason:
The unlock code for this device is unavailable due to security
restrictions based on the device's history. You may want to return the
device and/or provide feedback to the seller.
AT&T will unlock your phone under the following circumstances: the
person requesting the unlock is a current AT&T customer or a former AT&T
customer who can provide the phone number or account number for the
account; the phone was designed for use on AT&T’s network; all contract
obligations, including any term commitment, associated with the device
to be unlocked have been fully satisfied; the phone has not been
reported lost or stolen. Also, current customer accounts must be in good
standing with no past-due amount or unpaid balance and has been active
for at least sixty (60) days. Former customer account may be eligible
for unlocking so long as they owe AT&T no Early Termination Fee or other
unpaid balance. AT&T will unlock your phone for an active and deployed
member of the military who is a current AT&T customer in good standing
and is able to provide AT&T with deployment verification; and a person
who purchased the phone from an authorized location at the 'no
commitment' price and can provide proof of purchase.