If you’re in the US (or Japan, they also restrict some models there) you can visit the unlock pages (select a model from the list on the page I linked) and see what they say. Maybe they don’t restrict all models, or maybe they don’t restrict older/cheaper models. I’m not in the US so I never get to see the message directly, I’ve only seen in other people’s screenshots.
Also I’m not 100% if they give you the message if they see you have an American IP, or wait until you enter the IMEI to slap you down.