There really is only two causes.
1 - some devices require being connected to the internet before the OEM unlock option become available. Since you say your device is connected via wifi this seems unlikely.
2 - you mistakenly bought a device that is carrier unlocked and not bootloader unlocked. This is most likely what happened. This is why its best to buy Google devices from Google as their unlocked is confirmed to be bootloader unlocked. In this case, you should return the phone (if possible) and then purchase from Google directly.