For it to be accepted on the target phone via Bluetooth, surely you'd have to physically confirm you wanted to receive the file yeah?
Given on most phones, unless it's being used, the Bluetooth radio is only discoverable for 2 mins or so, risk of infection is minimal.
If I got a message on my phone asking me to accept a file I didn't want/didn't recognise the sender, I wouldn't accept and would turn Bluetooth off.
SMS/MMS is a potential vessel for it, but again, you'd surely have to confirm download of the file and have to physically run it?
Wonder if this is more scare mongering tbh...