Why is T-Mobile contract-free iPhone 6 not unlocked , showing * SIM not Valid* erorr outside of US?

Question

Just before Christmas I purchased my iPhone 6 64 at full-price from the Stonebriar Apple Store, TX. At the time of purchase, I indicated several times that I want to use my phone outside of US and Apple Store representative assured  me that my only option was  T-Mobile contract-free iPhone which came   totally unlocked and I would be able to use it internationally with no problem. I used my phone about 3 weeks in US with my prepaid AT&T SIM card without any problems and I was the happiest with my purchase but since I came back to my country my biggest nightmare has started : Just arrived at airport trying to use my local SIM, I faced the *SIM not valid* message due to a *Activation Policy*. My awful experience just started with both my family and I had the most frustrating time trying to find each other at airport. The next day when I called Apple care and explained the situation the adviser told me that although I bought the phone contract-free, my phone is now locked to AT&T and I had to contact them. I contacted AT&T several times spending countless hours to explain the situation and I spoke to near 9 different people including a manager ; at first they did not even believe me and they told me that it is impossible for AT&T to just block ppl's phones just because they activated their phone with their SIM -and it is totally making sense- but I insisted that Apple Care told me that my phone is locked by them and this is evident from their system. Anyway, one of them suggested me to request unlock my device via ATT website and I waited 4 days for their response till I received the denial because according to their record I used my prepaid service less than 6 months and I am not eligible for unlock request!!! Angry me called them again and after being on the line more that one hour, the adviser told me that my phone is not locked by them and it is actually Mercury who did this and they are the one that I had to call - at that moment I remembered that the night before I just tried my T-mobile SIM in my phone for few seconds to see what would happen and that's it - no service no activation ! When I called Apple this time and after speaking with at least 3 different pple, they told me that their system is  actually unable to show which carrier has locked the device and they could only see which SIM card is the last one used in the phone  and the problem is merely because of a latent Activation Policy  that some iPhones can be used only in US and nowhere else and in US you may use it with different carriers but it does not mean that the phone is unlocked, and my only option is to contact the Apple Store I made my purchase to see whether they can(!! it is up to them to do it, they can easily say they can not) exchange the phone or not ! I told them that it is impossible for me to go there because I will not come back to US in next 9 months and I do not have access to any apple stores in my country, but this is the only thing that they could do , to say that they were sorry for the inconvenience.
The sad part of story is that after waiting 2 weeks without phone and  spending more than 100$ to make international phone calls, this is the only answer they had for me. It is very hard for me to believe that Apple does not have any control over their own Activation Policy  and for some one with my situation they are completely clueless.   Apart from being  frustrated, I am very disappointed with Apple and their costumer care because the advisers seemed very confusing or maybe they themselves were confused even more ! It is very abusive and it is like that I am robbed almost 1000$. Please help if you have the same experience or if you suggest that it is a good idea to file a complaint !

Answer 1

I managed to chat with an Apple Online Store representative, and he assured me that if purchased online it's completely unlocked from day 1...
So i guess that counts as official confirmation.
I'm still worried though, something is not right with all this contradicting information, or it's probably just marketing!
I know they are in the business of making profit and I myself work in an Apple related business, but i have to stress that there are moral and freedom-of-market issues with locked phones, they really are illegal in many countries (correct if you ask me).
Locked phones paid full price is troll, really makes no sense at all!