On the GSM side of thing giving out the IMEI is not very bad because your accounting is tie with SIM and not IMEI.
And yes ATT is being completely AH in the area of unlocking. In US, they lost A LOT of customers to TMobile and other MVNO. They decided to just lock the gate, instead of fixing their business/price model.
You can also forget most 3rd party unlock site. I have not run into one that can reliably SIM unlock ATT device. And you can also forget ATT unlock website, even if you match all of their requirements they will still give you some BS reasons like the "sun,moon, star not align correctly" of why your phone can't be unlock. Last time I successful unlock an ATT phone (an off contract very old iphone4) is with my company ATT account rep. on the phone for more than an hour, escalated to the regional manager.