Usually the reason the prompt for the unlock code doesn't appear is because the phone is already unlocked. There could be a software issue, but I would suggest ruling this out first.
To do that, try inserting a non-accepted SIM card, ensure it's activated and then attempt to make or receive a phone call. Also try the exact same step with a completely different non-accepted SIM card - this rules out any issues with the first one.
If that doesn't work, you should then try to rule out a block on the phone. A block is when a phone is blacklisted and means it won't work on any network. To do this, insert a SIM card from the phones original network and again attempt to make or receive a phone call. If you can't, the phone is blocked or faulty. If you can, then that's great news (because the phone isn't blocked) but there could be a software fault which is stopping the phone reacting as it should when it see's a non-accepted SIM card.
If this is the case, please try conducting a factory reset on the phone and fingers crossed, whatever the issue is will become resolved (we've seen this a number of times with our customers). If it doesn't, you'll need to take the phone to a repair shop for someone to look at it or potentially unlock it using a piece of software.
I hope that helps.