Android DOES support dual-SIM phones, so don't place the blame there. Just Google it, you'll find Android-based dual-SIM phones. Just not sold by AT&T, or TMobile.
I'm not sure why AT&T doesn't carry any, and maybe they soon will, now that they're using Enterproid. There's no reason to say that your two SIM cards won't both be locked to AT&T. You pay for two plans, but only carry one phone. Seems like a win for them.