Installation Problem Work-Around
The fix for the Windows Bluetooth set-up problem was to select
Cancel during the portion of the installation that was failing. The set-up routine would then ask for permission to reboot the system. After the system were rebooted, any attempt to use the applications from that package would cause the set-up routine to resume, and it would be able to complete successfully.
So the program was trying to do something that it couldn't do without the computer first being rebooted. It plainly should have at least suggested that much, instead of plaguing me with requests to activate the Bluetooth unit.
Anyway, I will now be more concerned to get Linux to interact usefully with the phone set by way of Bluetooth.