Xiaomi makes it very easy to unlock the bootloader and install a custom ROM. Of course you should trust the ROM makers and learning how to flash every device takes a little bit of time but I think is worth it.
Actually thats a protection. Many frauds were found to custom unlock the phone and sell those phone with malware, so they decided to make unlocking process hard. Phone are unlocked by bad people, too, but I agree thats quite annoying.
