I have a 9860 with the internal Bluetooth option and the "Microsoft Intellimouse Explorer for Bluetooth" which also comes with the USB Bluetooth Transceiver. At first I had the same thought and loaded up my Widcomm Bluetooth drivers for the internal Bluetooth along with the latest Intellipoint drivers from Microsoft and it worked fine... except for the fact that the mouse cursor would get jumpy every 30 seconds or so and skip across the screen (which was pretty annoying). After some research I discovered that the internal Bluetooth option was version 1.x of Bluetooth whereas the Microsoft USB adapter was aptly named "Microsoft Wireless Transceiver for Bluetooth 2.0". With the USB adapter running, the mouse ran perfectly just as it should which means that it must have been a bandwidth issue or something between Bluetooth 1.x and 2.0 technology.
If you haven't already installed the Widcomm Bluetooth drivers, I would definitely avoid them unless you don't have any other Bluetooth adapter. For one, it takes some effort to fully clean your system of them, which I believe you can do (I think I saw some threads here that talked about that). I just disabled the internal Bluetooth via the function key and then plugged in the Microsoft USB adapter. WARNING: Disable the internal Bluetooth before plugging in the Microsoft USB adapter... the Widcomm drivers and Microsoft's drivers will not work simultaneously.
In regards to Logitech's Bluetooth adapter versus Microsoft's Bluetooth adapter, I have installed and used both, and my personal preference is with Microsoft's. The reason being is that on an XP system all you do is plug in the MS adapter and it's completely plug and play since the drivers for Microsoft's Bluetooth are included with XP (or maybe specifically with SP1 or SP2). So you can literally take the adapter and mouse to some computer at work or whatever (I did) and just plug it in and start working (no CD drivers needed... you will want to have the latest version of Intellipoint though to use the full functionality of the mouse, however). With the Logitech adapter I installed, it had a button on the adapter that you had to press and then press the button on the mouse and install the drivers which took a little bit of time (although a very automated install with lots going on in the background). I did notice that the Bluetooth Logitech MX Laser mouse had higher precision and response which was the best I have seen in a wireless mouse. And now Microsoft seems to have a Laser mouse out as well... guess the Laser technology is replacing the old Optical technology.
Wow, that turned out longer than I expected... I thought I was going to write just a few sentences. Hope that info helps.