No button to set up Bluetooth device???

I've been using a Mac since Panther, and you could always pair a Bluetooth device by clicking the Bluetooth icon in the menu bar and pressing "set up device" or something like that. Or go into System Preferences > Bluetooth and add a new device. That's even what Apple's helps says to do.

Well those buttons just don't exist on my computer. I have the Bluetooth menu bar and the preferences, and in fact I'm paired with my iPhone right now (not sure how I did that before), but there is no button anywhere to add a new device.