I noticed this too, I used to have a Windows phone and could get my messages through the head unit but now with my iPhone I can't. I can get them if I use carplay but I find using that too restrictive as it prevents me from controlling the phone via the MFD and steering wheel, forcing you to use the central screen instead which is a much worse experience and far more dangerous as it forces me to take my eyes off the road for much longer periods than using the wheel controls.