To be honest, I've wiped my system partition a few times and haven't had any adverse effects. I can only imagine that it's a warning against some phones and not others.
Xiaomi REALLY need to fix the bluetooth toggle issue. This is getting ridiculous now. They keep doing all fancy shiny things and not actually fixing the issues that matter. I'm losing faith in this company.
"I have a question about my device. I bought it on Ali Express at the Goldway store and I want to know if the boot loader is unlocked to install the twrp and the miui 10 since it has version 9."
Can someone with a rooted Mi A2 (not Lite), post the output of the `df` command, please? Probably easier to do this over ADB. There's no sensitive information from that command so don't worry. I just want to see the partition table.
I had the same thing with my phone when I first got it and flashed the Xiaomi.eu ROM. It never happened to my girlfriends phone, though (both phones being the Mi 6X).