You got my point wrong. There is nothing wrong with unlock the bootloader, but the permission & privacy concern needed to UNLOCK the phone. I've used & rooted many different brands of Android phone since 2011. Only this Xiaomi (for me) requires an account binded with an active SIM & 7 days wait to unlock bootloader. I think you probably know it is considered illegal to use VPN or bypass CCP's firewall by any other means in China? Why does Xiaomi need users to bind an active SIM to an Mi account and waiting for 7 days to simply unlock a bootloader? It's just simply wrong by enforce this and its probably written under EUA that most of users didn't aware of.
They are giving you an option to UNLOCK the phone, something that some brand don't even allow at all.
If you unlock, you break the warranty. I think that is more than fair to let them known that YOU decided to break the terms of warranty and have the device as you intend to use...
But if you have any issue with it, then don't blame Xiaomi for that.
If you unlock the bootloader, install a ROM and after that your device explode... is fair that Xiaomi can say: yeah, he have unlocked the bootloader, so is not our problem. No?
Your privacy points are, again, misplaced and nonsense.
Also: you don't need a SIM in the phone. Only a MI account.