Why can't my iPhone check the serial number for warranty status?

It can check it.

Read what it says.

That means the device you are trying to check was replaced by Apple as damaged, defective, or was reported lost or stolen in transit or from Apple or retail stock.

No support or service is available for that device. it's technically stolen.

No. Apple will not service or support it under any circumstances.

What part of "no" was unclear?

That device is stolen.

Apple will not service it, they will not support it, and they will not discuss it with you.