Playback stops whenever a message comes in

No matter what app I am using....Pandora, Spotify, TuneIn Radio, etc, if I get a message it stops. It is very annoying. I have tried resetting the device. I have also tried closing all of the apps before resetting the device. I have also tried turning iMessage off then back on...nothing works. I even tried turning iMessage off completely and still the playback stops if I get a message!!??!!

Therefore, I can't listen to music on my iPad.

Help...