I have noticed the exact same thing. Ive got the Curve and the S9.
When you are playing music you can hit the options button and see a choice to "Activate Headset" and "Activate S9". But when you play a video you only have the choice to "Activate Headset". The headset is just the headset out port on the top left of the phone for wired headphones. So it looks like the curve doesnt support playing the audio from video via bluetooth.
This is kinda a dirty secret if you ask me as they imply that they do support all media playback via a bluetooth headset, and no where will you find it saying they dont support it.