Vibrate on Silent only when the screen is off and an Alert came through?

I have an iPhone 5s and has the latest iOS version 8.3. This just jumped out to me virtually out of no where as I don't recall it being there before on previous iOS versions. I have the iPhone on silent using the toggle, but when I am using the phone (screen is on) and an sms came through, it would vibrate. How can I turn that off? I still want vibration only when the screen is off to alert me.

The behaviour appeared to have been changed? and it is not the behaviour I want and I never got annoyed by the previous behaviour that it would not vibrate when the screen is on, now it is annoying to have the vibration when I can actually see it on the screen anyway, and I always kept my phone on Silent.