Not true for all phones. I have an unlocked s20+ that does not allow it. My phone is not the only either. Oneplus and google phones can though.

I’m a little late, but I have an unlocked s20+, and I can’t use tethering either. I’ve tried on numerous networks. I have to use workarounds. From my research my phone is not the only one that has this issue. Apparently oneplus and google phones can do it though.