From what I remember mine was the same as yours. The data connection was always greyed out. Originally I just thought it was because my old phone wasn't compatible, then I got the new iPhone which should have been compatible but still nothing changed.
When the sales guy I dealt with had a look and tried to pair his phone still nothing happened. He said he would try to look into it without success so I went to customer services.
Since the fix via Germany the data connection is now lit and working a charm