I bought my iphone X new from the apple store. Why is it locked and Can they unlock it?

Apple can not unlock it. The carrier it is locked to will need to do that. Did you request an unlocked phone or did you ask for it to used with a certain carrier?

The Apple Store has not sold the iPhone X for over 2 years now. Are you sure you bought in from an actual Apple Store and if so did they tell you that it was refurbished?