Share your experience!
Yesterday I purchased a Sony XZ2 handset. The first thing I always do after receiving a new device, is to update a handset. The update process took an age, as when received it was on 51.1.A.3.159 and rather than updating once to the most current build of 51.1.A.11.51, I had to install 5 updates! Surely this is not the best solution Sony can come up with?
51.1.A.3.159
51.1.A.4.173
51.1.A.4.225
51.1.A.4.265
51.1.A.11.26
51.1.A.11.51
I have passed the feedback onto Sony UK.
Hi @huggons, congratulations on your new device.
This is how updates work on Android, you can't install the latest available update directly, so you'll need to do them one by one. As far as I know this is not Sony specific, but I will make sure to forward your feedback internally.
If you are ever in the same situation again and that you have a lot of updates to do a newly purchased the device, you can save some time by doing a software repair using Xperia Companion. This will delete all data stored on the device and reinstall the latest available software version.
I hope that answers your question and have a nice weekend! 
The reason for this is that the OTA updates are incremental. Therefor they are small in size.
If you would like to have all changes that were done before then you would have to download always the whole firmware completely. Update would take longer as well as the download.
In Xperia Companion you can download the latest full firmware but you will lose your data as Jonas said.
Thanks so much for the insite and replies. I did speak to Sony UK first thing this morning and the agent said that this was a fault! Looks like the agent is mistaken, given what you guys have mentioned. I will follow this up with Sony, as I have a number of outstanding matters to discuss with them.
Cheers
Steve
@z3c_user, That is correct, thank you for this explanation! 
@huggons, you are very welcome and I understand that this can be very confusing, unless you know how it works, so I'm glad me and @z3c_user were able to clear this up for you! 
I hope everything works out for you with the UK support and let me know if there is anything I can assist you with!
Ash in Sony UK escalation team is currently investigating this, as he does not know how the update should work/pull through!
Will let you know what he says.
Hi again @huggons, I have some more official information now and you can find it below.
You might experience that if you have bought an Xperia device that is not completely new, there may be a few software updates available. You can either install them one by one, and restart your device after every update, or you can perform a software repair using Xperia Companion and your device will get the latest update at once. This is Android behaviour.
This is pretty much what me and @z3c_user explained previously though, so it's not really any new information, just more of a confirmation.
Have a great evening! 
Thanks Jonas. Nancy at Sony UK looking into the issue now.
@huggons, you're very welcome and If you get any more information from your Local support team, feel free to share it with us! 
Have a fantastic day!
Still waiting for Sony "UK" to get back to me!