No, in most cases where you see dongles (keyboards, mice, gamepads) it’s because the dongle is not speaking Bluetooth to the device, but rather a “raw” pre-paired fixed-frequency RF wire protocol. Devices connected by such dongles (usually marketed as just being “wireless” rather than being “Bluetooth” devices) are basically electrically connected to your computer—just with an RF-modulated bridge stage for the electrical signal path. There’s no “wireless controller” or “modem” in these peripherals; they’re just letting the signal path flow out the antenna.
The disadvantage of these (besides the inconveniences of a dongle) is that these “raw” RF protocols provide no consideration for interference with one-another, besides maybe being e-fused to each operate on a different randomized sub-channel of the commercial-use 2.4GHz band. This means that you can’t have very many of these devices operating in the same “shared medium” (e.g. the same open office); and in fact, a channel collision for these devices won’t just interfere with one-another; they’ll often—lacking any device-ID header or per-device encryption key—just plain interoperate with one-another, with your “wireless” keyboard dongle picking up the typing of some coworker’s “wireless” keyboard! (They’re a lot like RF TV remotes in this regard.)
Note that devices that market themselves as Bluetooth but also come with a dongle are either 1. lying, and don’t actually use Bluetooth; or 2. have Bluetooth and “wireless” as separate modes. There are good reasons to offer both as separate modes:
• Compatibility. “Wireless” devices just look like USB devices, so you can use them to e.g. config your BIOS; or talk to any machine that can speak USB1.0, e.g. some old Win98 beige box. And plugging the dongle into a KVM is just like plugging a USB-connected device into a KVM; you can switch your keyboard’s “focus” between hosts using the KVM, without the host itself needing to re-pair with the peripheral. Switching Bluetooth peripherals around by having the Bluetooth controller on the KVM is much more fraught process.
• Battery life. Bluetooth, at least before BTLE, burned energy to a far greater extent than the “wireless” protocols—mainly because the “wireless” protocols aren’t spending any energy on background activities like identity announcement for re-pairing, or frequency-hopping for better SNR. (This is why you see “wireless” peripherals that last months on AAAs, but all Bluetooth devices shipping with Lithium cells: the Bluetooth peripherals need charging frequently-enough that the number of AAAs they consume would be untenable.)
• Latency. No e-sport player would ever use a Bluetooth peripheral, since the Bluetooth input path often adds one or more in-game frames of latency (relative to the USB input path), before the input hits the game’s physics engine. “Wireless” peripherals have no such problem.