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Where is that option?
I guess you talking about the option 'transfer data to SD card' that is located under settings > storage?
If you have an SD card inserted in your phone, the feature can move photos, videos and music stored on the internal storage to the SD card.
Apps cannot be moved without rooting as the above user said.It is a restriction by google.
Others like: Samsung and ect, costumers can move data files into SD Card (how i read in these forums), so that's just Sony costumers (and Sony's company too) problem (even who have Xperia M, how i understood (i have the same problem by the way and that's annoying very much), also why need Card Slot if u can't use normally it (download big files like apps, games and ect i mean data files of it)? For Pics? Music? Come on... memory SD card usally using for games, big files and ect it's not just for pics, music which take up much low memory as game's data files (for me enough 8GB) and apps files too. For music, pics and ect need much low memory as 16GB, 32GB... people usally saving important files like pics, music and ect in computers, CD/DVD disk and ect. So Sony MUST fix that if they care their costumers as i wrote that in one forum too
I like Sony, but if they do these mistakes in future like bugs which always metioned was in this forum and these things with memory card, Samsung will have one costumers more
I paid money and i want to have normally device for it 
Thanks for support, Gur; )
By the way i didn't metioned another bug with sync, when i uncheck sync field "address" (i don't want to sync my Facebook address) in Facebook sync section (i mean where is "address and calendar" sync, not another (is just "address" section)), when i go away from sync section or turn off and on again automatic sync, somehow automatic checked these fields again (sometime i can found unckecked, but problem is i must always to see is cjhekced this section or not, it's annoying me too), but that's just with Facebook, with Google i didn't got this problem, just didn't saw yet
And this morning i found Google Chrome, somehow this apps restored to default settings, i don't know how, but all my settings was gone. I just found original (default) settings, please fix all this things (maybe that's not just Sony problem, but we can see Sony did with Jelly Bean a lot of bugs, that's can be one of it)