I don't think it is a problem but many people use the presence of a bezel as a stick to beat certain phone brands with.
It's certainly worth mentioning in a review though, regardless of how I feel about it.
Not pointing this at this review in particular, but I feel like sometimes reviews sway what we think phones should be about or look like. I've got an iPhone 8 Plus and it has a somewhat big bezel is comparison to most of the others out on the market today, but I personally like that border versus little to no bezel. I just feel like that are already small, so why make note of it.
Three cheers for Sony for finally changing the look of their Xperia lineup
Why is bezel a problem?