If it's AT&T phone, non of the s4 devices bootloaders are unlocked. It means you have rooted phone since AT&T splash screen is showing.
Go to settings -> more -> about device and check what baseband is. If its MF3 then you are stuck on root as of now and no way of putting custom ROM nor unroot.
If you have MDL or previous ones you can install custom ROM or able to unroot if you desire stock everything.
Unlocked padlock means your software has been modified (root access/ custom rom etc.) It does not mean your boooader is unlocked.
I provided this information based on your post (AT&T carrier and unlocked padlock).
But keep in mind if you do have MF3 baseband, DO NOT try to do anything at this point or you will brick your phone.
Developers are working hard on unlocking AT&T device's bootloader or safestrap to install custom ROM leaving stock ROM untouched.
Posted via Android Central App