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I got the information confirmed and Xperia Performance does not have a FM-radio.
According to GSM arena, X has it too:
http://www.gsmarena.com/sony_xperia_x-7948.php
It's only XP that doesn't have. Not sure for now as everyone has different specs. Perhaps sony mobile website should be trusted the most.
Let's wait for official response from Sony Support Team and hope both phones will have FM Radio module.
The white paper for Xperia XA and Xperia X says that they have a FM-radio but it's not mentioned in the white paper for Xperia Performance. I'll see if i can get more information about it.
I'm glad I found out, I just wanted to pre-order the X Performance but no FM = no buy. There's absolutely no reason to remove it, because the SD820 supports it (the G5 does have FM). Then why have they removed it? At least you can give your users a choice if they want to delete it or not. I guess I have to look somewhere else for a new phone...