How big of a problem is this? I did get my X4 from somewhere else, but I was still able to change firmware. I think it just adds a hurdle to make it less trivial for unscrupulous resellers to install crapware.

It used to be more of a problem back when not every popular firmware had a way to reflash from SD/via OTA, because you could get stuck on a firmware with no way to flash out of it. The current solutions work pretty well, though I still stay far away from non-stable releases, just in case.