I think your HBoot needs to be upgraded, and it sounds like perhaps you didn't run the RUU to do so. The HTCdev site notes that phones with an asterisk (
*) next to them in the list must run an RUU before unlocking because the bootloader on the device did not originally ship with unlocking capabilities. So first you need to make sure your firmware is up to date (which it sounds like it is), and then you also need to download and run the RUU:
BEFORE beginning the Unlock Bootloader process your product requires
that you update the ROM to the version listed in the table below
first, then download the RUU next to it to enable the unlocking
The RUU's filename itself also seems to confirm this. It is listed as
PC4910000_Buzz_Froyo_hboot_1.02.0000_R3.exe, indicating (to me, anyway) that you need HBoot v1.02.0000 in order to perform the unlock.