This has nothing to do with your phone or your carrier and it has everything to do with your SIM's setup. If you want to use your S4 as a non-phone then just put it into Airplane mode before you switch it off and you won't be asked for the SIM's PIN when you switch it on, but of course you will need to enter the PIN when you try to take it out of Airplane mode to make or receive calls. If you want your S4 to start up with no PIN entry and as a real working cell phone then you will need to remove the PIN from your SIM. Do that at Setup / Security and uncheck Lock SIM card.