My phone could vibrate as far as I can tell. However, it failed in the accelerometer test of Xperia Tests as I couldn't sense vibration. In addition, it also has no response in the vibration test under service menu 7378423. Do you guys have the same issue?
If the phone it's brand new, hasn't been dropped nor exposed to water it should pass the test, you could restart the phone, if that doesn't work then backup and repair the phone with Xperia Companion.
