Not having a carrier unlocked 950 version at a Microsoft store is bad but not horrible. There are 3 major disadvantages of a carrier locked phone (no, a logo isn't one of them): (1) relying on the carrier to release OS/firmware updates, (2) downgraded components (less memory, no Qi, etc), (3) needing to switch carriers to use it.
The insider program goes a long way for mitigating the first.
The second varies by phone but I'm guessing the AT&T 950 won't be crippled and may even have an additional wireless charging method.
In the case of AT&T, the 3rd doesn't exist any more although I guess they may close the loophole. I purchased a 640 to use as a gift for someone using another carrier and AT&T issued me an unlock code without me even opening the box. I just had to give them the IMEI that was on the box label. AT&T will give unlock codes for any of their phones at any time if asked by someone who is NOT an AT&T customer (I'm not) as long as the phone isn't being used on AT&T.