Is this specific to carplay, or can other bluetooth devices also silently and nefariously hijack your cellular data connection?

Neither CarPlay nor regular Bluetooth connections allow this. It’s not a thing.

(There is the ability to set up a Bluetooth hotspot on a phone and allow Internet sharing over Bluetooth, but that’s a different thing entirely and you have to explicitly set it up and use it. It’s also slow compared to a modern WiFi hotspot).