Before sending mine for repair, I not only relocked the bootloader and reinstalled the latest official Sony’s Android release, but additionally I disabled the option to allow bootloader unlocking, which is in Developer tools in Android (the one that takes 5 or so taps to be unhidden). Maybe it was left enabled in your case. Or maybe in my case they simply didn’t bother to check if any alien software was ever used.
Anyway, I didn’t send my device for manufacturer’s warranty repair but under merchant’s responsibility for defects (non-compliance with the contract). It is also 2 years, guaranteed by law and it’s much better and simpler to enforce.
Yes, you should. Unless they prove that the defect has virtually any connection with you having ever used any unofficial software.