The answer to your original question is the phone was unlocked using setool or similar. The method tricks Sony tools in order to make pc companion etc work with an unlocked bootloader. It's the price paid but a small one if you ask me.
Basically the most average users will want to update via official tools.
That is why the Sony flashtool says the bootloader is locked.
Enter fastboot and flash a custom Kernel and you will see for sure.