Make sure the phone expects "NMEA" streams and isn't looking for a BT garmin or other device. The Nokia also takes time to enable GPS and lock, and your phone's software might not wait long enough or display that the GPS is still searching.

Or your phone isn't properly paired with the n810. You may need to redo the pairing after this is running so it sees the SDP service used by the GPS and not just obex and audio stuff.