We missed this useful TechCrunch explainer piece published a few weeks ago, concerning the embedded SIM inside the iPad Pro 9.7in. However, this rather important paragraph has come to our intention:
If you buy the iPad Pro from AT&T stores, the embedded Apple SIM is used and is then locked for both domestic and international use. However, you can buy an iPad Pro from other channels and select AT&T from the embedded SIM and it will be unlocked for both domestic and international use. So, buy from an AT&T store and the SIM is locked and you’ll have to roam on AT&T’s plans internationally. If you buy from another source and manually choose AT&T, it’s not locked and you can switch carriers.
No other carriers are locked.
So, there you have it. If you want to use the iPad Pro on AT&T’s network, don’t buy it directly from them!