New to Windows phone,, and I have a few questions re Glance

Mainly trying to work out which Glance setting best suits what I want from my phone.
Today, I switched off banners for most apps as I dont want my phone screen and Hello, when the phone is idle, to keep activating each time I get a notification. So I set Glance to 30 seconds with Notification icons set to Yes, expecting that each time I had a new email, message etc, Glance would come on - but it didn't. Should it?
I tried the 15 minute setting for Glance, but it seems to keep Glance on permanently - is this just a bug on my phone, or a known issue?
And can I just confirm, even if I had Glance set to Always on, as soon as I put it in its case in my pocket, that the screen will go off because the proximity sensor is covered?
Thanks!