So what is Bluetooth? It is a technology originally developed for connecting phones to peripherals. It is supported by many mobile devices and computers, and peripherals such as headphones, hands-free calling devices in cars and keyboards and mice. It works by creating a short-range, low-power network. The range can be up to 100 meters.
Since its launch in 1998 Bluetooth has evolved so it is more secure and supports faster data transfer rates. When a new Bluetooth enabled device is found, you need to approve the connection to your device. So how does a criminal get around this security? They have tools that ask devices for their list of approved connections. Some devices don't give out the information, but others do. Once they have the details they act as the approved connection, connect to your device and copy the data; SMS messages, files, photos etc.
The advice from Action Fraud is to only enable Bluetooth when you need it. Don't have it enabled all the time. Not only is it a security risk, it also drains your battery.
PS If you want to know more about this go to YouTube. There are several videos that show you how to hack Bluetooth connections and pull off data. If you can see the videos, so can criminals.