this is a typical problem with many phones (also my previous phone the E90)
The problem is that you should be able to specify per program where the sound should go to.

For example if you have a bluetooth headset then only the phone should go over there, but navigation should just go over the internal speakers.
But this completely depends on you configuration, because i my situation i have a bluethooth handsfree carkit (not build in) and for me it is nice that it goes over bluetooth.