IMEI Blacklist Status

I purchased a brand new iPhone from a retailer, not direct from Apple Store or a carrier, I checked the IMEI number before making payment, the IMEI status was clean and there seemed to be no issue, just for me to check and see it’s locked to AT&T carrier, when I try unlocking it, it says the iPhone was reported as lost or stolen, and the blacklist status is clean, how is this possible, I bought it from a retail store when I was in the US and I’m currently no longer in the US and don’t have the contact details of the retail store I bought the phone from, what do I do?