I had AT&T move my line from a nano SIM to the eSIM on my iPhone 11 Pro Max yesterday. There seems to be a training issue or confusion on the part of the in store staff. One staff member initially said it wasn’t possible, but looked it up and confirmed it should work. The eSIM activation was completed with no physical SIM installed.

it may have been different than your experience since I had the same number already on the phone previously via physical SIM though.