iPhone 11 Pro Max Carrier Lock SIM locked

My iPhone 11 Pro Max was replaced by Apple 6 days ago because of Hardware and Software issues. Set up new phone as new per their suggestion. I noticed under Setting/General/About that it reads Carrier Lock SIM locked, I contacted AT&T and I been informed that the SIM card is not locked in their system. I went to my local AT&T store and went over the problem and I was shown on their system that the SIM is not locked. My SIM was replaced anyway and the issue continues. I have contacted both AT&T and Apple technical support and done everything they suggested I do with no luck. The issue continues. My phones are never locked I buy unlocked phone directly from Apple, my SIM card doesn’t have a pin and that function is turned off.