I've heard it's a universal problem with Android devices. Some rumors state this is fixed with 2.3, however I'll wait to see.
I really think it is more the bluetooth device because my handsfree and laptop bluetooth will play the ringer through them when the device rings, does your headset support a2dp streaming, I think this may be the factor that causes this..
That's a strange one, I don't use a bluetooth headset any more so I never noticed this happened, since it worked on all my other devices I figure this would work for the headsets also. I remember when I had this issue with WM devices and I usually could resolve with a app, I would be surprise that there isn't a app on market for this.
Another thing to try is to go to Settings / Wireless and Networks / Bluetooth Settings and press and hold on headset label and select Options and see if there is any advance options that can resolve this..
This is a known Issue, Notifications Play through speaker and not Bluetooth. In my car Notifications will mute the streaming audio when the phone Plays identification thru speaker Phone will send a ring tone for calls depending on if Bluetooth device supports it.
My Dual Car deck with Bluetooth and my Motorola's Head phones same thing. I was hoping 2.3.3 addressed this issue. It does not.