The next level page on "unlock the bootloader" immediately states (a) they'll charge you a significant fee if you make a warranty claim – even if it's for a hardware defect; and (b) the following "gem" of shitty DRM:
> Certain pre-loaded content on your device may also be inaccessible due to the removal of DRM security keys. For devices running recent software versions, for instance Xperia Z3, the removal of DRM security keys may affect advanced camera functionality. For example, noise reduction algorithms might be removed, and performance when taking photos in low-light conditions might be affected. The secure user data partition may also become inaccessible, and you will not be able to get any more official software upgrades if you unlock the bootloader.
Thanks for the thought though. I like that they have a page at least.