I take it you bought the phone in Europe so are you sure it's blocked by Tmobile USA and not a European Tmobile.

This the the Tmobile USA forums.

Sorry, I bought it in USA, in The Woodlands, TX.

Do you have any idea why T-Mobile blocked it? 

Apple may have sold you a locked version and if that's the case you would need to meet the requirements for the unlock code.

I'd it's blocked then the phone was either reported lost, stolen or there's an outstanding bill that needs to be paid.

I have checked in my Iphone and it apears: “no restriction”, so the phone sold by Apple was really not blocked.
Maybe It is the second option that you mention.

How can I figure out what actually is the problem?

Try contacting Tmobile support using messenger on one of Tmobile’s social media accounts like Facebook or X.

Ok, thank you for the tips.