Hmm, sounds a little odd that you can't see the SIM status. If you want, just go to (depends on the firmware loaded):
Options -> Advanced Options -> SIM Card
Tools -> Settings -> SIM Card
then type in MEPPD, the reason to type P twice is that it is a double tap entry.
Once this is done all of teh SIM lock status should be displayed. If they are not, perhaps a BES policy is preventy you from viewing them but I haven't heard about that.
T-Mobile 9700 with a working Alt key :P