Me too. Bluetooth seems like such an afterthought on Android -- no OBEX file transfer, no bluetooth voice dialing, and no way to start a call and slip the phone back in your pocket without spurious screen presses. All of which were on the 2 basic dumb "free" phones I've had (on AT&T) for the last 4+ years. Sigh...
On my wife's iPhone, the "sleep/wake" button on top is dedicated to that, and doesn't end the call, so you can use it to lock the screen after starting a call. I'm guessing a simple app/script for Android would be able to force a lock; maybe that'll be my first thing to develop.