Surely you know that almost all featurephone can send data via Bluetooth, but Windows Phone 7 smartphone can not do it. And this is one of the shortcomings that made fans unhappy Microsoft mobile platform.
As time goes on will all be changed, because later on Windows Phone 8 will be able to send data via Bluetooth. Bluetooth platform profiles have been published online and components needed to transfer already exists in the list.
Unfortunately this does not mean users will get Windows Phone 7.8 update. If you are one of the users of Windows Phone 7, to outsmart you can install third-party application called PictureSwap. This allows applications to send pictures via Bluetooth. PictureSwap you can download directly via Windows Phone Marketplace.