Why do you need a SIM to "activate" an iPhone
iPhone is a phone.

In order for it to work as a phone you need a phone service provider.

Also in order for the software to complete the boot process you need a active SIM even if you do not intend to use it as a phone.

That comes in a form of a SIM card from a network provider.

If you activate it with one provider but later you want to switch to another, you can do that providing your phone is unlocked from any providers.

In your case the unlocked means you can use any SIM from any provider to activate the phone function.

http://support.apple.com/en-us/HT3406