Methods of detecting proximity between a mobile terminal and a wireless accessory device having an associated support function for use with the mobile terminal include establishing a wireless communication connection between the wireless accessory device and the mobile terminal. The established wireless communication connection is utilized to provide the associated support function. In addition, a wireless signal having a limited range is communicated between the mobile terminal and the wireless accessory device. The wireless signal indicates a proximity between the mobile terminal and the wireless accessory device. An alert signal indicating that the proximity between the mobile terminal and the wireless accessory device has exceeded a predetermined range is provided responsive to the communicated wireless signal when the established wireless communication connection is not being utilized to provide the associated support function. Related devices are also provided.