Why block my Internet Tethering?

My iPhone is one of those unlocked ones officially from Hong Kong. All
iPhone from Hong Kong are unlocked. Somehow I have restricted access
for Internet Tethering, and get pointed to this O2 page for 7.5 pound
bot on. But I am with Tesco Mobile! iPhone still can't recognize Tesco
Mobile SIM, and I should not be restricted for Internet Tethering. I
need Internet now because I won't get DSL until next week. Come on, on
Nokia phone, anyone can tether easily, I just did that yesterday! Hmm... Maybe it's about time to convert to Android.