Cell phones, particularly those sold in the US where you have GSM as well as CDMA based providers, often come in many different "flavors" depending on carrier. The carrier often can lock down and disable Bluetooth profiles. For example, DUN is disabled on a lot of devices to make tethering difficult. OBEX is sometimes disabled so that the only way to offload pictures or download ringtones is through the network (so they can charge you for it). It would be next to impossible to support all the phones and carrier locked variants out there. The market is simply too broad and fractured. The nice thing about buying a Nokia phone directly from Nokia is that it is not going to come "nerfed" out of the box. I have stayed with GSM providers chiefly for this reason.

If you aren't sure what you need to do to tether your particular phone with your NIT, probably your best source of information is going to be Howard's Forums and here, in that order.