Why do I have to activate iPhones in the USA?

This only seems to happen in the USA, but my search for why this happens is bringing up inconclusive results. Whenever I insert a SIM card from at&t or t-mobile, whether for testing or for helping a friend troubleshoot their iPhone, the activation screen pops up. My iPhone is unlocked too.
The moment I set foot in Europe and picked up various SIM cards as I surfed in various countries, all of the activation messages stopped.
Why such a difference?

An activated SIM is one that is activated for use with the particular carrier that is associated with the card.
AT&T does not offer a pay as you go option with an iPhone, and the iPhone's IMEI number to be used with the activated SIM card must be associated with the SIM card. This is done with the activation process.
Although it is now possible to purchase an unlocked iPhone direct from Apple, most iPhones are sold as carrier locked in the U.S. with AT&T since AT&T includes a substantial subsidy or discount of the full retail sales price for signing a two year contract.
The iPhone is sold as carrier locked in Europe as well in addition to being sold as unlocked. 

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