I am an AT&T wireless customer in California and currently have the ability to tether through my cell phone for internet access (but for disclosure sake, I did not buy the phone from them). I don't see how this is a technological issue, but more an accounting issue. This is a matter of AT&T making time to find the right dollar amount to add to the bill for this service that they feel is above and beyond the call of what a wireless company should offer, unless they have sold you a separate piece of hardware for this particular function.
The wireless industry in the US needs much tighter regulation by the US government. I am normally against government involvement in business, but the communication companies of the US have proven time and time again that they can not be trusted to charge a fair price to the public for service.