i think that you are getting LU from the MS coming from a different PLMN than yours (= from your competitors).
you can’t set anything in your core network to avoid those MS to try to connect to your network. All MS can try.
To avoid the LU Reject, then you must have a roaming agreement with your competitors.
If it were your own IMSI’s that couldn’t attach to your network, you would get massive customer complaints.