Due to security issues, smartphone manufacturers have been known to lock the bootloaders of their devices. This is an ongoing battle between the large Android development community and device manufacturers, with the former obviously hoping to take full advantage of the open-source nature of Android.
There are still actions in progress in order to find the perfect way to provide complete user access while keeping the device secure. For instance, HTC provides an “official” bootloader unlock process for certain devices (which unfortunately does not include the One series of devices yet). Sony has also done the same, with a bootloader unlock option available for almost the entire Xperia lineup, which you can find here. But you might want to take in this new information before jumping to unlocking the bootloader of your Xperia smartphone.
It looks though that Sony is refusing to fix hardware issues of their devices if the bootloader is unlocked, claiming that it is illegal to do so. Sony mentions that unlocking the bootloader “may void the warranty of your phone and/or any warranty from your operator.” The keyword here is of course, may.