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Did someone "test" the phone with a T-Mobile SIM before it was sent to Colombia? If you bought an unlocked phone in an Apple Store, there is no reason that it should be locked to T-Mobile. It should be returned to Apple. If you bought a "SIM free" phone from a 3rd-party reseller, you have run afoul of Apple's Reseller Flex Policy. Under this policy, The phone will lock itself to the first SIM used. Notice that T-Mobile does not reach out and lock the phone. It's done entirely internally. Eventually, Apple notifies T-Mobile of the IMEIs of phones locked under this policy and eventually T-Mobile can provide unlock support but they are an innocent victim of Apple's phone locking policy.
Did you buy the sim unlocked version directly from Apple?