That means I bought the phone from a USA seller who did not connect it to his account, he willingly sold and sent it to me, and also sent me original invoice which confirmed he was the first and only owner before me.
Actually, the phone is linked to my account, and in it, it results not to be locked. BUT the device itself pretends it is. If I reset it, it asks for unlock code.
In other words, I cannot get an unlock code 'cause, according to Microsoft, it is not locked. Still, the phone thinks it is locked and asks for the unlock code.
You see: locked but without code.
Maybe this is due to the discrepancy between the USA phone and my Italian account, as I don't think this unlock code is supported in my Country.
Or, eventually, the whole process is buggy and Microsoft does not mean to work on this, as the whole line of devices is discontinued.
Anyway, would you please consider not to step in, pretending all it is flowless, easy, and normal. It is impolite in regard to all the people that discuss about this on this thread, spanning three years and involving many people.