Yes, you thought right. WP8 does support BT 4.0 with Low Energy, but sadly the APIs for 3rd party apps are still closed yet.
Windows Phone 8 already has hardware (driver) support for Bluetooth Low Energy (added in GDR2 software update), but there are currently no public APIs to allow third party developer use (private APIs d currently exist). The certification confirms our previous speculation that the public Bluetooth Low Energy APIs will be added in Windows Phone 8.1.
Source:
AllAboutWindowsPhone.com - Windows Phone 8.1 receives Bluetooth certification
So currently the only accessories supported by Lumias are the
Adidas MiCoach accessories.
Source:
Nokia.com FAQ