I am having this problem too. I work in a building where i get no phone signal but was able to always communicate with people using iMessage, all day long, when my phone was asleep/locked. Since upgrading to iOS6 i have to wake up my phone to get it to reconnect. This is wildly annoying for me.
same problem here!! With iOS 5 it was fine and i recevied all notifications during sleep-mode.
It's quite annoying to miss so many messages and notifications