Every manufacturer has their own twists and pieces of flair that are added into the software skin, also known as the user interface, that lies on top of Google's Android software powering their devices. For Sony, part of that originality was with "Small Apps," a series of floating apps which looked and acted more or less like widgets, except they weren't limited to the homescreen and could actually function on top of any other app that was currently being used. Small Apps have been a part of the Sony Mobile UI for quite a while, but it seems that they were left behind with the Xperia Z series of devices as they do not exist on the Xperia X series.
While the absence of Small Apps may be a reality for the Xperia X series smartphones, of which there are four including the Xperia XA, the Xperia XA Ultra, the Xperia X, and the Xperia X Performance, this does not mean that Sony is not going to include Small Apps in any other future devices. Having said that, Sony has been very clear that, at least with Xperia X, they are taking things in a new direction with mobile, so it's also entirely possible that Small Apps may be a thing of the past.
One can't also rule out that they may simply be looking to revamp Small Apps and re-introduce it in a new form down the road. For now, though, Small Apps is gone if you're an Xperia X owner and at the moment there is no way to add it to your device. The confirmation seems to have been discovered over on the Sony Mobile support forums where Xperia X device users were asking about the Small Apps disappearance. Although the usefulness of Small Apps shouldn't be disputed, Sony might have been able to see the amount of use which Small Apps was receiving and may have decided that the devices wouldn't suffer if they were launched without it. If you used Small Apps on previous Sony smartphones or tablets, at this point in time you'll have to search for alternatives, unfortunately.