In my car, Cortana announces whenever I receive a text, tells me who the sender is, and asks if I want her to read it or ignore it. If I choose to read it, I can then reply by voice. All of this without ever touching the phone. And the announcement comes regardless of what I am listening to on the radio, FM, CD or BT. It evens works with the head unit turned off.
Turn by turn navigation directions also come on regardless of the source selected on the head unit. By contrast, Android would only announce turn by turn if I had the phone selected as the current audio source via BT. If I was listening to FM radio, I got nothing. And incoming texts were only announced via a chime, and then again only over BT. I could ask Okay Google to read my last 5 messages, but not reply to them.
I was very surprised to learn how primative Android was compared to Cortana, and this was one of the major reasons I returned to W10M (along with Android repeatedly losing all my contacts, but that's a story for another time...)