I think the danger depends on what you use it for. The case of a bluetooth keyboard that you mentioned is dangerous because you are trusting a proprietary, potentially malicious device by giving it info about everything you type, and that proprietary device is capable of radio communication so you can’t really know if it is logging all your keystrokes and sending them off to some other device.
So I’d say don’t use a bluetooth keyboard if you are going to type anything sensitive, and don’t use bluetooth headphones if you are going to listen to anything sensitive. If you just listen to the radio then maybe you don’t care so much, but for an “encrypted” phonecall that was supposed to be confidential, the unencrypted audio could leak that way.