Xiaomi tries to play the good guy here and will allow you to unlock your bootloader. And this is the only good news we can deliver, as there are numerous issues coming from the forced locked and eventually from the process of unlocking.
First - locking a bootloader with an update isn't a risk-free process. Long story short - there are quite a few users with bricked devices, but since the locked bootloader disables fastboot, there is no solution for the owners. The bricks occurred after updating over the air.
Second - if you survive the locking process, you will be losing the root capabilities and the option to install other ROMs.
Third - you may apply for a bootloader unlock code, and may even get one. But it turns out in order to apply, you have to be a forum member with a certain status/rank, then provide a reason for unlocking on a page that is completely in Chinese, and then it may take two or more weeks for you to get the SMS unlock code.
Xiaomi is a company well known for its policy of unlocked bootloaders and its fans love it for that. And even though it promises to unlock the bootloader of anyone who wants, there are plenty of obstacles on the way, some of them may even brick your Xiaomi smartphone.