I have the same feeling. It simply doesn’t make a lot of sense not to include Bluetooth despite the fact that many other Sony products sold in the US have Bluetooth abilities. It seems shortsighted of Sony considering it really doesn’t cost much to add it to the system. I suspect they also removed it for pricing issues and for FCC issues.
The pricing issue is to keep the TR price competitive with other systems while the FCC issues has to do with getting the Bluetooth abilities of the TR certified for use in the US (which is strict for some reason).
I use my dongle kind of often as well and needing a dongle is a bit annoying at times. I’d like to see Sony release a low profile Bluetooth PC card that has the same slim antenna that the their Wireless 802.11G PC Card adapter has. That way, it won’t be so noticeable and you can still easily pack the unit.