I was just about to post this very same thing. I absolutely HATE that this phone does this. When a call came in on my Evo I would just hit speaker phone and talk and they could hear me and I could hear them through the cars speakers.
On the SII it doesn't do that. I hate it. Hate it. I have to unplug the aux cord and then answer the phone. THEN, when I plug it back in to go back to music or whatever, the volume defaults to a middle position so I have to turn it back up on the phone.
Man I wish there was a way for it to work like it did on my Evo.