AT&T OS (ROM)on TMobile Phone?

I recently acquired what was advertised as a FACTORY UNLOCKED HTC phone from an online e-tailer that uses third party suppliers. The phone was loaded with an outdated AT&T Kitkat OS. But when I attempted to retrieve AT&T system updates, the results were always no updates available. I contacted the both AT&T and HTC support and discovered that the phone was actually a Tmobile phone (thru IMEI) with an AT&T OS installed. As a result of this combination I am unable to perform any OS updates (thru the conventional AT&T update menu).

My burning question is... how did this phone get this way? I was told by the HTC tech that I would have flash Tmobile's latest ROM, if I want to update the OS. I was also told that flashing the AT&T ROM would brick the phone. But didn't someone already flash a AT&T ROM onto this phone? Can anybody shed some light on this?

Thank you in advance for your any answers.