I can't say I know much avout Wireshark with respect to bluetooth devices, but when my BT device is activated, I get a 'bluetooth0' device present. I don't know why your BT device is not controlled by rfkill. More info about your hardware might be useful here. You can use 'lsusb' and 'usb-devices' to get the chipset/driver info. (If you're using a laptop, there may be a WMI module available to allow control wireless interfaces via switches/buttons perhaps eg hp-wmi, acer-wmi,...)
For reference I get the following modules loaded
Code:
# lsmod|grep blue
bluetooth 396742 23 btusb,bnep
rfkill 26487 5 bluetooth,cfg80211,hp_wmi
If you don't mind the BT device consuming power, but just want to disable it anyway, you might just consider blacklisting the 'btusb' module.