Brand new sealed iPhone XR suddenly blacklisted

That's a pretty common scam. The seller bought the phone and reported it lost or stolen in transit after selling it to you.

It's called fraud.

Go to the police and give them all the information you have on the seller. They probably got a replacement at no cost from whoever they purchased it from to begin with, meaning they have a brand new phone and the money you paid for the one they scammed you with.

I believe you meant to say you bought it from a third party? There have been recent thefts from Apple Stores ($19 million at last count) that were done over a 6 month period. As Apple checked inventory they reported IMEI numbers to various cell providers who then blacklisted when they received the numbers. If you used one of the third party IMEI checkers they are notoriously inaccurate. Whether it had been opened or had a SIM installed has nothing to do with it being stolen.

In the USA, the carrier’s industry trade group (CTIA) does offer a site - https://stolenphonechecker.org/spc/consumer where you can check if a phone is in the universal USA blacklist.

But that doesn’t stop scams like you were a victim off, since the seller simply waits until after the sale to report the phone to the carrier so it may not be listed when you first check.

BTW, this is the only legitimate site for this sort of check in the USA, as it is run by the carrier’s own trade group and only the carriers have full access to the USA universal blacklist database. And it only checks the USA database, not any other nations/carriers blacklisting database.