They're constantly looking into ways to make cheap alternatives, and you could use an infrared device for it. Besides... Why would you need such a thing? Infrared should suffice, as you usually don't need to turn on a lamp a few rooms away.
But if you'd consider bluetooth or a similar device for lamps you'd quickly run into a serious problem regarding either the frequencies or the nr of devices. Imagine turning on your mobile phone at work and it immediately detecting 20,000 lamps in the building and the buildings around it... Try finding one of the lamps in your room in that list. If you use different frequencies for it you quickly run out. There is only a small band available for use without restrictions and regulations.
Note: A lamp requires electricity. Most normal lamps get it from an outlet. As internet over the powergrid is possible, using IPv6 you could just give every lamp an IP address, and turn them on using a wireless internet connection. You could also schedule the turning on signal to be send at a certain time, and thus also start the coffee machine before you arrive.