The only reason I can think of that an Internal Tech would say AT&T did not request the Lock is to cover their asses from a stupid lawsuit from AT&T considering how much money they have and how many different manufacturers exist. Other than that everything is pointing to it actually being AT&T who wants the phone locked considering the Rogers variation is unlocked. Also if you look at what phones are on that website that say can be unlocked None of the AT&T phones are on there even though they can be unlocked.
HTC Vivid + SGSIII
Acer Iconia A500
T-Mobile Dash, T-Mobile Wing, iPhone 3g, Garminfone, HTC G2, MyTouch 4G, Motorola Atrix, Motorola Atrix 2, Samsung Skyrocket, HTC Titan, SGSII, LG Thrill
And a Long list of Stuff Prior to Smart Phone Existence.