The phone/baseband doesn’t talk to the network in AT commands.
AT commands also don't make it onto your phone line, after all. They're for communication between a host and a modem/baseband, not between a host and another host or even two modems.
For example, *SC*123123123# sets up call forwarding to that number.
Think of the AT commands as just telling the modem to put itself in a particular mode or go do something. After that the serial bits will do different things or output different things. It does not specify what will be said in the data mode (that is the GSM/CDMA/LTE/RS232 standards and a different part of the modem). Just that the modem will do particular things.
Take for example this old command ATDT,,5555555 That tells the modem attention, go into output DMTF sounds, wait 2 seconds, wait 2 seconds, output the DMTF tones on the speaker line for 5555555, then wait for a sound of response on the receiver and negotiate the highest both ends can talk using the S registers to decide what to do. But the AT commands do not go over the wire. They are purely modem commands. The modems in many cell phones still basically do this. But just with different commands and different registers. There is nothing stopping the modem from sending more AT commands to the other side though but that would be something in the standards to declare.