There is no setting for that on the iPhone, however, if you're having trouble getting your audible notifications while connected to your vehicle via Bluetooth sync, try enabling streaming audio in the car's audio settings, if available.
Are you simply not just able to look at the top of your icon area where your various icons are and when BT is turned on and they is connected you can see the icon turned on and not syncd is is freed out. Would that not work for you since there is nothing else.