Some mobile MNOs support the ability for a SIM to require the device to provide a username and password before it can be used. This provides the ability for the SIM to only be used in the device, or devices, for which it was intended. There is the capability for users to change the username and password on a SIM from the default credentials to customised ones.
See What are the SIM capabilities? for the networks that support this feature.
See How do I enable and edit SIM authentication? for steps on how to update the SIM authentication.