I'd like to see a proper source of this (other than Android Police / iPhone Download Blog). I have used MyWi without having any special settings for tethering (my provider doesn't supply those), and it worked just fine; it would be a bit silly to go through the trouble of setting up a hotspot and making sure you're actively routing the data to the 'wrong' APN.

(Note that iPhone Download Blog is the one calling MyWi by name)

Also, if this is the case, wouldn't it be easier for AT&T to just disable the tethering APN for you if you don't have the tethering option? That would seem to be much more effective.