BT keyboards WERE closed, but Apple opened up to them around iOS 4 (don't quote me on that though).
The iPad would have created the expectation that a BT keyboard be functional.
I am cautiously encouraged...8v) A quick google indicates that BT keyboards use the HID protocol. I've only used SPP (serial port profile), and SPP may be the problem with Apple. ...
I connected a Sony bluetooth keyboard to my iPhone yesterday,
and before that, some other cheap knockoff bluetooth keyboard.
Works with iPad as well.
Although I would LOVE to be proven wrong, I don't believe what you are seeking is possible using an un-jailbroken iPhone. My understanding is that Apple only allows "approved" devices...