This is usually the default setting. No one, OK not many, want their call to be interrupted by some random sound while in conversation. There used to be a setting to use notification sounds even when on a call, I don't seem to have this option any longer but I see posts about it up to the middle of last year so I think it may be OS or device specific. If you have the ability to turn on sounds during calls it will be in your Call options in your Settings menu. You can also reach these options by opening your dialer/Phone app>3 dots upper corner>Settings.
If it is something that you really can't live without there is probably an app for that...