Interestingly enough, I was reading this thread and thinking that it must be a Windows Phone issue. Ironically, I saw this comment!
I question your statement, based on my personal experience. I have used several different unlocked Android phones on both AT&T and MVNOs using its network. Most of the time I simply inserted my current active SIM card. I never had a problem with LTE. Granted, I haven't been on AT&T for a year now, but prior to that it certainly worked fine.
It would be interesting to check out iMore and Android Central. You could even post questions asking if users of unlocked phones on iOS and Android have had issues with LTE recently.
Even if you are still skeptical, there are many many unlocked 950(XL)'s that are working well on LTE with AT&T. That would indicate that the actual phone is designed and delivered by Microsoft to work properly with the correct bands and antennas.
But, since AT&T didn't, or hasn't yet, included the unlocked IMEI Dual Sim phones in their provisioning database with the necessary configuration parameters, the device might not get provisioned properly for their network.
That is why early on even the AT&T staff were so willing to provision a new 950XL customer using the IEMI number from a spoofed phone. (spoofing as a device that is actually registered correctly in the AT&T database)
This is why the SIMs from my 640 and 1520 could get LTE in the 950, but the new SIM they provisioned for me using the 950 IMEI number wouldn't.
Time will fix this issue. As big and dysfunctional as AT&T can be, somebody with the authority and political green light is going to make the changes needed to the AT&T customer device management system.
I assure you there is nothing any code writer or engineer at Microsoft can do to fix this.
And I know of only one person who has been told their phone was provisioned with a legitimate IMEI number and still couldn't get LTE.
Personally, I don't think that poor fella is getting accurate info.
The only legitimate LTE gripe I think the 950(XL) dual Sim has coming to it is I'm not impressed with its antenna, even though it supposedly has the latest tech. In my opinion it has subpar reception compared to even entry level LTE capable devices. The 640 might not be able to handle the bandwidth that the 950 can, but the 640 is far more likely to get superior throughput in weak signal areas because it gets better reception. Make sense?
Fortunately I am in a very strong AT&T area during the day. So I am getting faster speeds with it than the 640. (But not any better than the 1520)
But at night, where I live very rural and have marginal LTE coverage, both the 640 and 1520 can hang onto LTE, even when dropping to 1 bar.
The 950XL will drop to 4G once LTE gets down to about 1 bar. Then if I set it down and don't cover it my hand or anything, it will fight its way back to LTE.
I live with it hoping firmware updates or AT&T upgrades in my area result in an improvement. Until then I either hotspot one of my other phones, or go out on the porch where the disadvantage no longer applies.
Anyways, I wish all you folks good luck with this. For AT&T customers I really believe it is just a matter of time. But if I wasn't getting LTE, I would have AT&T start over and provision my 950 with an AT&T branded IMEI.