All (or nearly all) phones sold by a carrier have that carrier's software tweaks and bundled apps loaded into the core of the OS. When that device is unlocked, it allows SIM cards from other carriers to work with the phone, but it does nothing in regards to the software or OS. So your unlocked AT&T phone can use any SIM card, but it's still going to have AT&T's flavor of built in apps. You can remove and disable most of those bloatware apps, but sometimes there are things (like the missing Mobile Data button you mentioned) that simply unlocking your device doesn't help. For that, you would need to do as others suggested and flash the unlocked firmware via Odin. Good luck.
... View more