This stinks. I'm sure that because of the price of this device, it would be a difficult sale without carrier subsidy. AT&T probably didn't want to pick it up because it's a direct competitor to their money-printing license (iPhone).
It still doesn't makes sense to me that HTC doesn't include the N.A. band radios by default. They have previously included them (TyTn I & II) and HP and Palm both managed to do the same with their relatively slim 910 and Pro. It CAN'T add that much cost the manufacture of these units. And if the radio was already there, they could offer these through Best Buy or the like. I don't understand why HTC thinks it's a good thing to limit the size of their potential market as they continue to insist on doing with each product release. This is especially confusing when you consider that the HD is a high end device which will have a somewhat limited market to begin with.
I know HTC says there isn't room in these devices for the "extra radio", but I think that's BS. I think for whatever reason they are artificially limiting access to these devices in the US. Perhaps to keep the all-powerful carriers happy, by not competiting with them??

Thereby making it easier to get the carriers to pickup their next new device.
It would sure be nice for Microsoft to step to the plate and find an OEM partner willing to deliver a true competitor to the iPhone in their own home country! I know MS believes that providing the software, while others provide the hardware is best. However, that shouldn't preclude them from assisting an OEM in the design and delivery of a best in class device. Intel has done a good job of this with their MIDs, which we are now starting to see trickle in.