Can thieves use Bluetooth scanners to detect sleeping MacBooks? I believe Bluetooth devices can wake MacBooks so I wonder if this is a theft risk. 

Is it possible for thieves to detect sleeping MacBooks in car trunks by using Bluetooth devices or signals?
No, it’s not plausible for thieves to scan for Bluetooth signals to detect sleeping Macs.
For your MacBook (or any device, for that matter) to respond, it must be in discovery mode.  This is a mode that answers pairing requests and must be initiated by the user.  This is why, in macOS you have to go into Bluetooth settings to do this.
When your MacBook sleeps (lid closed), Bluetooth is turned off.  Even Power Nap, which periodically enables WiFi (networking) to check for emails and such. It would make no sense for your laptop to continually broadcast Bluetooth signals while sleeping as this would drain the battery.

Bluetooth is disabled. NOTE: This can be changed in your Bluetooth system preferences, in which you can actually choose to make bluetooth devices power on your computer.

Source:  What Happens When You Put Mac Laptops to Sleep? 
While it is possible for Bluetooth devices to wake a computer

your computer would be in listening mode; not transmitting
The device would need to be already paired to wake it
It can’t override the closed lid; it won’t go into closed clamshell mode as you need to have power, keyboard and mouse attached.

Thieves are more likely to be watching your actions rather than trying to scan for radio signals when they break into vehicles.