Not possible with RemoteXY, but there is most likely a way to make your bluetooth hardware to auto connect to the phone and a way for the arduino to detect if it is connected. I know HC05 BT module can auto connect to a device, and it has a STATE pin that can be connected to an input of the arduino.

This is the first time I have done this.  I have an Arduino running a bunch of relays but I would love is for either the phone or the ardunio to always be looking for each other and if found, connect to it.  The reason I want this is so that as soon as they find each other that a relay opens.  Otherwise I have to open the app, select the Bluetooth then do stuff.