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This is how sound is handled in Lollipop, if you have media running and want to go to silent mode, you'll need to press a volume key once then tap on the bell icon on top right corner to switch to system volume. The bell icon will move to the left corner, if you tap it again it will switch to vibration mode, one more tap will take you to silent mode.
You can read more about lollipop here
http://talk.sonymobile.com/t5/Software-Updates/Lollipop-New-Features/m-p/955490#U955490