As Meg St._Clair and a few others have stated, Bluetooth File Transfer is most likely not a function due too copyright laws, yes there are ways too circumvent that, but that's through methods Apple generally cannot control, if they have a way too prevent illegal conduct, they will, case in point; BT File Transfer.
As for the 4S not working with certain devices or cars, a great step too try is checking if the protocol on the device has been fully updated too match compatibility with the 4S, generally this is the error that occurs when a new product can't connect too an older product.
Well and truly there could be an issue with the iPhone, but before going too extremes and getting angry at Apple for a software bug, make 100% sure it's actually an issue with the iPhone. A few people here have found some good workarounds for the issue, this may just be because the iPhone isn't initially recognizing the pairing protocol, and needs a little help in doing so.
If bluetooth genuinly won't connect, you've made sure firmware is up-to-date on the bluetooth device (car kit, headphones, speakers, etc.), made sure your iPhone is fully up-to-date, then call Apple tech definitely, they may, or may not know of the issue though, it really does depend on how many people actually tell them directly that the issue is happening, not just using discussion boards or forums found through google.
If you like being able too transfer your files through Bluetooth, that's fine, nobody forces you too buy an iPhone (unless you have a gun against your head, in which case RUN!!!), go and buy an Android, recognize the trade from a secure device, too an open-source device, from virus free, too where Angry Birds could destroy your product. But don't come onto the forums too have a rant because Apple didn't implement a feature the way you wanted them too, first of all because this is not what the Discussion Board is for (Says so right in the Terms and Conditions you agree too when signing up), and secondly because you don't know the reasons behind it not being implemented the way it was.
For those of you genuinly having the bluetooth issue on your phones, and being calm about it rather than forming an angry mob and treating Apple like Frankensteins Monster; I wish you guys luck on getting the issue resolved.
Regards,
ThatGuy