The one on eBay is a class 2 device, so range is going to top out at 10 meters (30ish feet). Not something you want for a moving robot (because anything in between your computer and robot is going to have a good chance of completely breaking the connection).
As best I've been able to find, using bluetooth serial connections with windows is a 1-way connection thing... E.g. can send, or receive data only. Supposedly there are work arounds, but I've been unable to find them.
As for why so expensive... I really don't know, but the prices haven't dropped on this hardware in the 5 or so years I've been watching... :/
(My alternative recommendation is to use Xbees, but that's $80 + shipping for the two xbees, and the two adapter boards for them)