Yes, that would be because EFI would be translating the Bluetooth Mouse data into a generic PS/2 mouse for the installation.
When windows probes the devices rather than working with the generic data, then it will loose connectivity as it will say, oh, this isnt ps/2 it is bluetooth. I had better disconnect and reconnect using the new driver.
The only problem is that you can only connect the bluetooth devices once the OS is loaded through the "My Bluetooth Places" menu under Windows.
By the way, this was resolved in a Vista build from ~a month ago.