However, I have a little bit of relief for you.
When we click on the Bluetooth icon in the tray, or access the devices via the PC settings in the Charms menu, all we see is a list of paired devices, and the only option here is to unpair them: This is the dialog that had the Connect button. It became worse in Windows 8, because the Bluetooth Device Control dialog appears to have disappeared.
The way one interacted with Bluetooth devices in previous versions was always a little haphazard. One of the many things that have confused me for a while after switching to Windows 8 is the UI for the Bluetooth stack.