First, comparing Bluetooth to RS-232 or USB is asinine, since the latter cannot operate without wires in your OpenBSD world.
Second, you're perfectly welcome to continue to insist that every peripheral come wired to your computer. It's not clear that you really are giving up a lot of luxuries. You don't have a basis of comparison to make such a judgment.
Third, your complaint about the driver is misplaced, since you would also have to load drivers for RS-232 or USB if they were missing from your kernel. By the same token, you could avoid separately loading drivers for Bluetooth merely by running a kernel with the necessary driver already in place. If those constitute an absolute mess, then perhaps OpenBSD isn't for you.