The Lumia 950 XL is now available from the Microsoft Store, with support for a multitude of LTE bands, including AT&T's LTE bands. However, a few people are complaining that they can't get connected AT&T's 4G LTE network.
Windows Central has laid out some probable scenarios which might have led to this particular problem, plus some tricks to obtain a 4G LTE signal.
It is likely that users who happen to be going through the problem have set up their Lumia 950 without putting in their AT&T SIMs. It is strongly recommended that users insert their SIM cards first before setting up the phone as this is a vital step where the phone configures the APN settings in the initial setup process.
Users should also provide AT&T the International Mobile Station Equipment Identity (IMEI) numbers of their Lumia 950 XL devices. Given that the device can only be purchased from the Microsoft Store, it implies that AT&T does not have the IMEI number for your 950 XL.
Consumers who took to Windows Central forums shared that they had only given their IMEIs from their other AT&T smartphones (some even used their older AT&T handsets). Some also went straight to an AT&T store to provide the IMEI of their Lumia 950 floor model.
AT&T will then include your IMEI inside its system and add it into your SIM and account. Once AT&T acknowledges your IMEI number, your phone may start getting the LTE signal.
If you are moving from another 4G handset powered by AT&T, you shouldn't be encountering any problem anymore.
To get your IMEI, head over to Settings > System > About > More Info. You should be able to spot the IMEI close to the IMS and MND numbers.