It may be okay, but there are a couple of gotchas. First, you want to make sure that there is not excessive voltage drop at the maximum peak current that the device draws (and maximum ambient temperature and minimum supply voltage). Some things, like your Bluetooth module example, may draw current in bursts that far exceed the average current, and the voltage must not dip excessively during those peaks. For Bluetooth, those will likely easily exceed the capacity of a port pin.
Secondly, it's generally a really bad idea to run an unprotected port pin outside of an enclosure due to lack of substantial ESD protection, short circuit protection, protection against external voltages being applied and so on. So, that would tend to rule out external sensors unless you add some circuitry to protect the micro against damage and upsets.
If you want to run (say) a temperature or humidity sensor that draws a few hundred uA from a port pin, and can verify that the voltage drop of the pin is not excessive (and that the lack of a bypass capacitor is not a problem) then it may be a good way to measure the local PCB temperature or humidity and allow zero-power shutdown of the sensor when it is not being used.
Otherwise, it's quite easy to add a hefty high-side switching using a tiny multi-ampere p-channel MOSFET that can control the power, and to add a TVS for transients and a polyfuse and or other short circuit protection. For high reliability applications, it may be best to derive the supply that goes off-board from a separate regulator so you're not giving the outside world any kind of a window into what powers the microcontroller.