I routinely use Bluetooth headphones with both my iPhone and MacBook Pro. No issues, even when I move farther away. On the other hand, I have a cheap Sony Bluetooth speaker that frequently drops the connection and skips with my iPhone (haven't tested it with the MBP). My guess is that it's a device-specific thing.
It's probably not your issue, but one thing worth checking is to see what type of device the MBP has registered your device as. If it's viewing it as a sound input/output device (similar to an older Bluetooth headset) then the audio quality will drop. I've also noticed that the audio quality can drop depending on what you're doing. For example, if I join a Google Hangout (video conferencing) while listening to music on my Bluetooth headphones, the music quality noticeably drops even if I'm using the MBP's built-in microphone over the headphones'.
