There is a HUGE amount of wrong information in this thread. Here's what's happening with your phone. Btw, this comes from someone that has switched to T-Mobile from AT&T last week, with an unlocked AT&T 920.
First for the sake of simplicity, let's call 3G, 3G+, HSPA, HSPA+ and 4G as the same technology: 3G (because technically, give or take a few differences, that's what they all are). Below 3G you have 2G (Edge) and above 3G you have LTE. The reason you are only getting 2G is because your phone, since it was built for AT&T's network, does not support T-Mobile's 3G Bands. In particular, it's missing the 1700MHz band. So the reason you are stuck is not because someone is blocking you, but technical-related. 95%+ of the GSM phones out there comes with this limitation, because most of the rest of the world (including all of Europe), uses the same frequencies as AT&T. T-Mobile on the other hand has their own weird frequencies, pretty much unique compared to any other cellular provider in the world, and that's why they also have such a limited selection of phones. The other 5% of phones (which are often called pentaband) support everything and can work on both AT&T and T-Mobile without such issues; the Nexus 4 is one such device.
One more important bit: T-Mobile has finally made the decision, to re-structure their network and make their 3G frequencies identical to AT&T (and to the rest of the GSM world). This is an ongoing expensive and time-consuming process. So far certain areas such as San Jose have been completely upgraded. That means you can take your unlocked AT&T Lumia 920 there, and you'll get 3G/4G without any problems. Other areas like San Diego are half-completed, which means your phone will switch between 2G and 3G/4G depending on where you are. Presumably, in anything other than big cities, this process hasn't even started yet.
Note that none of the above applies to 2G or LTE, because for those, T-Mobile uses/will use frequencies identical to AT&T. In fact, today was the first day that I saw LTE on my AT&T 920 running on T-Mobile, but it only stayed around for a brief moment. I spend the rest of my time 70% on 4G and 30% on 2G.