AT&T branded phones update OTA while connected to the AT&T network with a valid AT&T SIM card. As you are outside the US and do not have an AT&T account, it's not possible to connect to the AT&T network to update the phone.
Although the phone says it's up to date, what it really means is that when it checks it finds no updates. In this case, that's because it's not connected to the network where updates might be found.
Sorry not to have better news for you.
Note: If your issue has been resolved, please mark the post that resolved your issue as the solution. Select "Accept as Solution" to help others with the same issue find an answer.
Award for Community Excellence 2019 Achiever* *The views and opinions expressed on this forum are purely my own. Any product claim, statistic, quote, or other representation about a product or service should be verified with the manufacturer, provider, or party.