If I remember correctly, Bluetooth defines certain roles that devices can take. Most cell phones only support a certain number of roles. For instance, I can have a Bluetooth stereo headset that connects to my phone to receive audio, but just because my cell phone has Bluetooth does mean that it supports BEING a speaker for a different device - it doesn't advertise its capabilities of having a speaker for use by other Bluetooth devices.
I assume you want to transfer files between two iPhones? Transferring files via Bluetooth does seem like functionality that I would put in the iPhone, but I'm not Apple so I don't know for sure. In fact, yes, it seems that file transfer is not supported except in jailbroken phones:
http://gizmodo.com/5138797/iphone-bluetooth-file-transfer-coming-soon-yes
You'll probably get similar answers for Bluetooth Dial-Up Networking. I'd imagine they kept the Bluetooth commands out of the SDK for various reasons and you'll have to jailbreak your phone to get the functionality back.