MXTP offers bootloader level security to your gadget, which makes it unusual in a way.
In other words, your bootloader is locked, however, it can be unlocked.
The option will change to a No, once you enable MXTP.
This causes a malfunction on the gear apparently, most probably causing it to be blocked.
It is not clear as to what kind of malfunctioning Sony is pointing to in this statement.
It could be something minor or it could block your smartphone.
source: www.techworm.net