Dual SIM support by AT&T

I am not sure, as I have never used dual SIM devices.

But if the devices are unlocked and the SIM cards work independently of each other, then I don't see why there would be a problem.

Maybe try again, but skip telling the salesperson anything about the other SIM cards.

These folks are often pretty low on the food chain, and can be confused easily.

See if the device works on the AT&T system with their SIM in it, and then put the other SIM in when you are somewhere else.

 

I believe that US carriers only activate and register phones that they sell, or are approved by them.
For AT&T, check their BYOD page.
https://www.att.com/wireless/byod/
Dual-SIM phones are usually only for Asia and Europe, and so may not be usable with carriers in the US.

UK carriers on the other hand, will usually work with any dual-SIM phones you've got, provided they're unlocked.