Only ringer coming out phone with headset (not alerts also)

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When I use a headset (Plantronics MX150VR) with my Kyocera KX414 phone, I don't
always wear the earpiece, for example, when I'm driving, but I want to hear the
phone ring and hear all alerts outside of the headset so I can pick it up when
I need to. Therefore, I go to Settings-Accessories-Headset Ring and I choose
the option for "Out phone" (not "out headset" ) and the Information section
states "When a headset is attached, the ringer and other alerts can be played
through the headset speaker or the normal phone ringer." I have it set for
"Out phone," NOT for "Out headset." This works fine for the phone ringer - I
hear it ring out of the phone when I don't have to have the headset on.
HOWEVER, I keep missing voicemail, message, and missed call alerts because
these alerts keep playing through the headset speaker and not the phone. If
there is a message alert and I happen to miss the call (e.g., run into a store
without the phone), I don't realize it until I put in the earpiece or look at
the phone - so WHY is the "Out phone" part working for the ringer only and the
other alerts are coming only through the headset? Any help would be
appreciated ! Thanks, Linda