Well, even if the cheapest BT phone lets me skip it, that doesn't go for my WM6 phone, and I suspect some other phones that use Internet Connection Sharing, too.

I don't see a point in defending having a smartphone instead of the cheapest BT phone. Microsoft considers DUN to be outdated, and DUN support costs the manufacturers extra. The N810 only has DUN. So, with the default setup of WM6, N810 can't connect. The N810 falls into the category "some older devices".

But much thanks to this forum I am still able to connect via the PAN hack.

And while I've been looking at shelling out extra for a Nokia N series phone, those have connectivity problems with my Bluetooth car stereo instead. So it'd be worse, not better. To be honest, I expect I have to replace my Pioneer top model DEH-P9800BT with some cheaper unit to get full bluetooth support with this N900. If it's even possible at all, the N810 doesn't come with A2DP.

So connectivity is a bigger problem than just me having a tricky phone, and the N810 should have had official PAN support to start with.