This is an iPhone issue - when connected to Bluetooth the ringer plays through the speakers and I can use the phone itself as normal but notifications from other apps (texts, calendar, email, etc) are all silent. There are a bunch of threads on the apple support forum from people with multiple makes and models that have this same issue.
I think the problem is if you set your Bluetooth connection to stream both phone calls and audio, any and all sounds from the phone will be routed through the radio and the notification sounds for some reason don't get streamed.
Check out this thread for starters:
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