I think you may be mixing up what the network is offering and what the device manufacturer is actually supplying with the phone.
Are you sure the device you have seen has just not had the tethering update?
Certain HTC devices now have tethering after recent updates the Lumia 800 does not have this yet.
Voice navigation is only on the Lumia currently by default as Nokia has their own navigation system built in to the device. HTC now have a form of navigation but I've not tested it out to say how good it is. Apart fromt that there are numerous other navigation apps you can buy via the WP Market Place.
Thanks for the suggestions, but Orange have now admitted that they have removed the Tethering option from the Windows Phone 7.5 software on their handsets (as well as the Bing voice navigation).
If anyone else is as annoyed by this as I was then speak to Orange and complain about this - I spoke to about three levels of supervisors / managers, and in the end they agreed to terminate my 2 year contract early (8 or 9 months early I think) with no penalty.
Interestingly I've had an online chat with O2 and they have confirmed (in 'electronic' writing) that tethering is available on the Lumia 800 on O2. Luckily I have not gone ahead with this yet (it was always my intention to view one in a shop and check the options before singing anything).
I've just seen the new HTC Locations satnav - looks very good - but people are saying online the turn by turn navigation is a paid option..... It's working for free on mine, but some say it is only fee for a trial period (although there's no mention of this anywhere on the software - which is very poor).
I like the option to download local maps - it seems to perform very well (although it took a number of attempts to get the download to work).