I experience the same problem and it's extremely annoying. Have you found a solution yet?
Of course one might want to keep the earphones plugged in most of the time (if this is the way you prefer to answer you calls + talk on the phone) even if you're not using the phone/earphones. The ringtone does come through to to the speaker when someone calls… yet the sms signal DOES NOT and only plays in the earphones.
This means that the earphones must be unplugged after every call and then plugged in again before every call in order not to miss any sms:es! (Talk about unsafe driving e.g.!)
It would seem to be such an obvious setting/option to include in the iPhones settings. Why has Apple has completely missed this!? .... or is there a solution?
I have searched the internet but haven't found a solution?