It seems that the issue of tethering within Lumia Nokia devices will clear gradually. The last thing is known is that the Nokia Lumia 710 and Nokia Lumia 800C for China have an update with tethering.
From the blog reported that there are updates to Windows Phone Tango for the Nokia Lumia 710 and Nokia Lumia 800C. This same update has been installed by users in countries like Holland and Belgium, and have been surprised that they can now share internet from their mobile phones.
In addition to tethering, it appears that the update includes new applications called Sportdtracker, Creative Studio, News, but for now know that it will not matter.
There is no confirmation from Nokia about this update with tethering, or when it will spread to other countries, so that we will wait and informed.