Connect using Bluetooth
The MacBook Pro and the IPAd say the other is not supported. What does this mean?
MacBook Pro 13″, macOS 10.15
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It means exactly that. There is no support for directly pairing an iPad to a Mac over bluetooth. It's not a supported option.
What exactly are you trying to accomplish? Most things that require Bluetooth between a Mac and an iPad do not require they be paired or directly connected.