Actually, very little happens on the vehicle displays to indicate that your phone is paired with your car. In my case, if I happen to be on the Telephone screen on the Nav monitor, it briefly flashes "Loading Phonebook" and that is it. It is in fact paired and working fine. If I press the R/T button on the steering wheel, it just starts showing the phonebook on the MID which you can scroll through. I suppose that if you didn't have any entries in your phonebook (or hadn't given it enough time to download them) you wouldn't see anything after hitting R/T.

Also, make sure that you set the phone to automatically search and accept BT devices and that BT is on. I guess the best test of a successfully paired phone would be to go to the Telephone screen and try and dial out (or dial your phone and see if you can pick it up from the wheel).