Are you sure?
Have you read the installation instructions from GrapheneOS?
For the Pixel 6a, OEM unlocking won’t work with the version of the stock OS from the factory. You need to update it to the June 2022 release or later via an over-the-air update. After you’ve updated it you’ll also need to factory reset the device to fix OEM unlocking.
Carrier locked means carrier branded. You get $80-100 off in exchange for numerous carrier restrictions + bloat. Limitations usually mean unlockable bootloader and sim lock. Simlock means you can’t use the phone on other networks. With time, you might be able to have AT&T to unlock your sim, but you wouldn’t be able to unlock bootloader (AT&T and Verizon are specifically strict about it). If you cannot unlock bootloader, you cannot install anything other than carrier branded roms. That means that recommendations to update software, which might help an unbranded phone, wouldn’t apply to your phone.
Carriers are required by law to unlock thier phones in the USA so they can be used with other carriers, as long as the phone is not reported as stolen and payments for the initial purchase are completed. Reputable carriers make thier phones easy to unlock. If they refuse, a simple complaint to the FCC should be made. I did this successfully for a Boost phone.