After giving up on hoping that Sony will ever release an Bluetooth Receiver mode, i searched for alternative solutions and would like to share the solution i use right now.
I am an TRPG GM and so i looked for several solutions to manage the music that plays on the player side. I decided for MPD (Music Player Daemon) that i remotely control via an Client App on the PC (or an Android App or whatever i want).
Then i noticed, that MPD is available for Android too(!) and tada, the solution is born.
I setup MPD on the Walkman and use the M.A.L.P. app to remotely control it. That way i can remotely control the music playing on my Walkman with either my phone or even my PC, whatever im sitting in front off. Very comfortable and well working solution.
Only downside is, of course, they have to be in the same Network. So they need to be in the same Wifi (so you have to open an Wifi Hotspot when you're on the go). But at least for me, this works well =)
https://play.google.com/store/apps/details?id=org.musicpd
https://play.google.com/store/apps/details?id=org.gateshipone.malp
Both are also available on F-Droid