AT&T Locks Apple SIM Cards On New iPads
As reported by MacRumors, the unlocked, carrier-switchable SIM cards built into the newest iPads aren't necessarily so -- at least if you buy them from an AT&T store. Though the card comes from Apple with the ability to support (and be switched among with software, if a change is necessary) all major carriers, "AT&T is not supporting this interchangeability and is locking the SIM included with cellular models of the iPad Air 2 and Retina iPad mini 3 after it is used with an AT&T plan. ... AT&T appears to be the only participating carrier that is locking the Apple SIM to its network. T-Mobile's John Legere has indicated that T-Mobile's process does not lock a customer in to T-Mobile, which appears to be confirmed by Apple's support document, and Sprint's process also seems to leave the Apple SIM unlocked and able to be used with other carrier plans. Verizon, the fourth major carrier in the United States, did not opt to allow the Apple SIM to work with its network." The iPad itself can still be activated and used on other networks, but only after the installation of a new SIM.
AT&T will unlock if you call and ask. They want they oppertunity to try and keep your business before unlocking. Last I checked that's good business to try and keep your customer. That being said if you don't like it go with one of the carriers with significantly less LTE coverage.
This isn't about unlocking the device. All iPads are and have always been unlocked. This is about AT&T's decision to disable using the multi-carrier Apple SIM card (new with this iteration of iPads) on any carrier besides AT&T once you use it once with AT&T. (Does Apple even sell the Apple SIM card separately? Maybe in store, but it's certainly not on their website as of now. Your best bet would be just to get an AT&T SIM card if you want to use them and save the Apple card for cooperating carriers.)
R.Mo