Even with Bluetooth turned on on the HTC HD2 I constantly get a Bluetooth splash screen everytime I start rungps. I've already paired the Hxm multiple times (even forcing a connection before starting run gps) but the splashscreen still appears asking me to select a device to use or add a new one. This is also annoying as it takes almost 10sec and multiple presses to get through this screen and as I sometimes don't use the Hxm I have to hit cancel and wait the same.
I doubt the auto turn on would fix this but it at least it would save me leaving it on all the time. I also hope that as more people use this device and Bluetooth headphones we see a fix in the next release.