I don't have an SE phone, but I still read through the pages and clicked through the assistant. At one point, you have to get an unlock code and to get that, you have to give them your phone's IMEI.

This probably means that they will immediately void your warranty, so unlocking and later re-flashing to lock again won't do you any good.

Now, I can kind of understand SE there, but is it really possible that installing a new OS can destroy the hardware? I thought these days are long gone.