Unfortunately, this is not true. I've been to the Mac store recently when my phone & MacBook Pro the same (and recently it's stopped working again - and I can't fix it on my own so far), and the support folks there got it tethering over bluetooth when I was there.
Maybe it's not documented, but I'm pretty sure they wouldn't fix it if it wasn't possible.
But now that mine is toast again, I think I'll continue to tether with Bluetooth to my linux netbook (as it works fine) and use USB for the MacBook Pro, as the Bluetooth connection is just unreliable. That plus the fact that I just can't fix it in a reasonable timeframe...
So after being at Genieus, what did they do to make it work? Pairing between my new MacAir 13'' and my iPhone 4, iOS5, does not work. I receive same notice as you got "connection unsuccessful" and right after "Forget Device" with no other options.
I don't have such big understanding in Computers but only a small basic advance understanding so I need a litle bit wider explanation.
I need the BT also in order to tether, and do not understand what does it means that tethering should be provided from the carrier.
Appreciate the help, I've bee too lasy to write about this problem for such a long time, now I have found this forum and really looking forward for some help!!!