If it's any consolation, the wipe* requirement before unlocking the bootloader is generally a good thing, even if it's inconvenient. Someone who is targeting your personal data gets access to your encrypted phone, either by stealing it or in an evil maid situation. They unlock the bootloader and install privileged code that helps them recover the symmetric encryption key or intercept your PIN. Then they either have your data or wait for you to enter the PIN. In theory recovery shouldn't be possible (access to the key depends on a secure element that rate limits brute-force attacks), but security bugs do happen. Wiping* your data before removing the bootloader's signing requirement is an extra layer of protection.

*It doesn't actually wipe your data; it just destroys the symmetric key, making the data permanently unreadable.