axino
On device model variants (SKUs) which support being sold as locked devices by carriers, enabling OEM unlocking requires internet access so that the stock OS can check if the device was sold as locked by a carrier.
https://grapheneos.org/install/web#enabling-oem-unlocking
Even if you chose an unlocked configuration at checkout, US Pixels still support being locked as carrier devices in general.
So this should be expected when buying an unlocked Pixel from Google's US store.